An approximate dynamic programming algorithm for monotone value functions
Daniel R. Jiang, Warren B. Powell (Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey)
| Year of publication: |
November-December 2015
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|---|---|
| Authors: | Jiang, Daniel R. ; Powell, Warren B. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 6, p. 1489-1511
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| Subject: | approximate dynamic programming | monotonicity | optimal stopping | energy storage | glycemic control | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2015.1425 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422610