Items where Author is "Gaggero, Mauro"

Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello Approximate dynamic programming for stochastic N-stage optimization with application to optimal consumption under uncertainty. Computational Optimization and Applications, 58 (1). pp. 31-85. ISSN 0926-6003 (2014)

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)

Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello Dynamic Programming and Value-Function Approximation in Sequential Decision Problems: Error Analysis and Numerical Results. Journal of Optimization Theory and Applications, 156 (2). pp. 380-416. ISSN 0022-3239 (2013)

Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello and Zoppoli, Riccardo Dynamic Programming And Value-Function Approximation With Application To Optimal Consumption. In: AIRO 2012, September 4th-7th, 2012, Vietri sul Mare, Italy p. 159. (2012)

Gaggero, Mauro and Gnecco, Giorgio and Parisini, Thomas and Sanguineti, Marcello and Zoppoli, Riccardo Approximation Structures with Moderate Complexity in Functional Optimization and Dynamic Programming. In: Proceedings of the 51st IEEE International Conference on Decision and Control (IEEE CDC 2012). IEEE, pp. 1902-1908. ISBN 978-1-4673-2065-8 (2012)

Gnecco, Giorgio and Sanguineti, Marcello and Gaggero, Mauro Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure. SIAM Journal on Optimization, 22 (1). pp. 212-243. ISSN 1052-6234 (2012)

Gnecco, Giorgio and Sanguineti, Marcello and Gaggero, Mauro Approximate Dynamic Programming by Variable-Basis Schemes: Error Analysis and Numerical Results. In: AIRO Winter 2011, February 7th-12th, 2011, Cortina d'Ampezzo, Italy p. 1. (2011)

Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello Decentralized Optimization Problems with Cooperating Decision Makers. In: AIRO 2010, September 7th-10th, 2010, VIlla San Giovanni, Italy p. 8. (2010)

Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello Suboptimal Solutions to Team Optimization Problems with Statistical Information Structure. In: EURO XXIV , July 11th-14th, 2010, Lisbon, Portugal p. 105. (2010)

Sanguineti, Marcello and Gaggero, Mauro and Gnecco, Giorgio Suboptimal solutions to team optimization problems with statistical information structure. In: EURO XXIV , July 11-14, 2010, Lisbon, Portugal p. 105. (2010)