Stochastic N-stage optimization via approximations of value and policy functions

Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello Stochastic N-stage optimization via approximations of value and policy functions. Computational Optimization and Applications. ISSN 0926-6003 (In Press) (2013)

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Item Type:	Article
Subjects:	Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Research Area:	Computer Science and Applications
Depositing User:	Giorgio Gnecco
Date Deposited:	16 Sep 2013 10:53
Last Modified:	16 Sep 2013 12:02
URI:	http://eprints.imtlucca.it/id/eprint/1738

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Stochastic N-stage optimization via approximations of value and policy functions. (deposited 16 Sep 2013 10:53) [Currently Displayed]
- Approximate dynamic programming for stochastic N-stage optimization with application to optimal consumption under uncertainty. (deposited 17 Sep 2013 13:00)

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