Adaptive value function approximation for continuous-state stochastic dynamic programming
Year of publication: |
2013
|
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Authors: | Fan, Huiyuan ; Tarun, Prashant K. ; Chen, Victoria C. P. |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 40.2013, 4, p. 1076-1084
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Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming |
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