Pareto optimal solutions for stochastic dynamic programming problems via Monte Carlo simulation

DOI10.1155/2013/801734zbMath1397.90407OpenAlexW2078749790WikidataQ58033755 ScholiaQ58033755MaRDI QIDQ1791320

Ricardo H. C. Takahashi, Rodrigo T. N. Cardoso, Frederico R. B. Cruz

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/801734

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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