A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622)
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scientific article; zbMATH DE number 6650513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables |
scientific article; zbMATH DE number 6650513 |
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A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (English)
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10 November 2016
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stochastic control
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approximate dynamic programming
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simulation and regression
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least-squares Monte Carlo
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hydropower management
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