Suboptimal policies for stochastic n-stage optimization : accuracy analysis and a case study from optimal consumption
Year of publication: |
[2014]
|
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Authors: | Gaggero, Mauro ; Gnecco, Giorgio ; Sanguineti, Marcello |
Published in: |
Models and methods in economics and management science : essays in honor of Charles S. Tapiero. - Cham : Springer, ISBN 978-3-319-37505-2. - 2014, p. 27-50
|
Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Gauß-Prozess | Gaussian process | Nachfragetheorie des Haushalts | Consumer demand theory |
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