Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
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Publication:2450902
DOI10.1007/s10589-013-9614-zzbMath1321.90093OpenAlexW2091207536WikidataQ59403914 ScholiaQ59403914MaRDI QIDQ2450902
Mauro Gaggero, Giorgio Gnecco, Marcello Sanguineti
Publication date: 23 May 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-013-9614-z
stochastic optimizationdynamic programmingsequential decisionsoptimal consumption under uncertaintysuboptimal solutionsinfinite-dimensional programming
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