Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello
Suboptimal Policies for Stochastic N-Stage Optimization Problems: Accuracy Analysis and a Case Study from Optimal Consumption.
In:
Models and Methods in Economics and Management.
International Series in Operations Research & Management Science
(198).
Springer, pp. 27-50.
ISBN 978-3-319-00669-7
(2014)