Items where Author is "Gaggero, Mauro"

Article

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 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)

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)

Book Section

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 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)

Conference or Workshop Item

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)

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)