Expected optimal feedback with time-varying parameters
| Year of publication: |
2013
|
|---|---|
| Authors: | Tucci, Marco Paolo ; Kendrick, David A. ; Amman, Hans M. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 42.2013, 3, p. 351-371
|
| Subject: | Optimal experimentation | Stochastic optimization | Time-varying parameters | Expected optimal feedback | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
-
Ackooij, Wim van, (2025)
-
Lian, Deheng, (2024)
-
Stochastic dual dynamic programming for multiechelon lot sizing with component substitution
Thevenin, Simon, (2022)
- More ...
-
Expected optimal feedback with time-varying parameters
Tucci, Marco Paolo, (2007)
-
Duali: software for solving stochastic control problems in economics
Kendrick, David A., (2008)
-
Approximating the value function for optimal experimentation
Amman, Hans M., (2020)
- More ...