A fully adaptive framework for continuous-state stochastic dynamic programming
Huiyuan Fan, Prashant K. Tarun, Amith Viswanatha, Victoria C. P. Chen
| Year of publication: |
2025
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|---|---|
| Authors: | Fan, Huiyuan ; Tarun, Prashant K. ; Viswanatha, Amith ; Chen, Victoria C. P. |
| Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 183.2025, Art.-No. 107160, p. 1-14
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| Subject: | Approximate dynamic programming | Continuous state space | Sequential exploration | Value function approximation | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2025.107160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015460116