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Commentary—Perspectives on Stochastic Optimization Over Time

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Publication:2899031
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DOI10.1287/IJOC.1090.0350zbMath1243.90165OpenAlexW2108281899MaRDI QIDQ2899031

John N. Tsitsiklis

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1090.0350



Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15) Dynamic programming (90C39)


Related Items (2)

Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty ⋮ Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption







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