An approximation scheme for stochastic dynamic optimization problems

DOI10.1007/BFB0121116zbMath0595.90065OpenAlexW2134858672MaRDI QIDQ3727745

Giovanni Andreatta, Wolfgang J. Runggaldier

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121116

zbMATH Keywords

stochastic dynamic optimizationcomputable error boundsoil explorationBayesian dynamic programmingapproximation approach

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

This page was built for publication: An approximation scheme for stochastic dynamic optimization problems