Approximate Dynamic Programming by Practical Examples

DOI10.1007/978-3-319-47766-4_3zbMath1375.90302OpenAlexW2561985357MaRDI QIDQ4595342

Martijn Mes, Arturo Pérez Rivera

Publication date: 30 November 2017

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://research.utwente.nl/en/publications/approximate-dynamic-programming-by-practical-examples(955fe820-6216-4b2f-a87f-7b70e4561a98).html

zbMATH Keywords

stochastic optimizationdynamic programmingMonte Carlo simulationcurse of dimensionalityapproximate dynamic programming

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Dynamic programming (90C39)

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