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  • Search: subject:"robust dynamic programming"
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Subject
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Decision under uncertainty 2 Dynamic programming 2 Dynamische Optimierung 2 Entscheidung unter Unsicherheit 2 Mathematical programming 2 Mathematische Optimierung 2 Risiko 2 Risk 2 Robust statistics 2 Robustes Verfahren 2 Stochastic process 2 Stochastischer Prozess 2 Adaptive robust dynamic programming 1 Artificial intelligence 1 Control theory 1 Copula 1 Kontrolltheorie 1 Künstliche Intelligenz 1 Machine learning 1 Markov chain 1 Markov-Kette 1 Markovian control problem 1 Model uncertainty 1 Modellierung 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtparametrisches Verfahren 1 Non-parametric adaptive robust control 1 Nonparametric statistics 1 Portfolio selection 1 Portfolio-Management 1 Scientific modelling 1 Stochastic control 1 Stochastic gradient descent ascent 1 Theorie 1 Theory 1 Utility maximization 1 Wasserstein distance 1 robust dynamic programming 1 robust optimization 1
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Article 2
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
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English 2
Author
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Bayraktar, Erhan 1 Chen, Tao 1 Minoux, Michel 1
Published in...
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IMA journal of management mathematics 1 Peter Carr Gedenkschrift : research advances in mathematical finance 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Data-driven non-parametric robust control under dependence uncertainty
Bayraktar, Erhan; Chen, Tao - In: Peter Carr Gedenkschrift : research advances in …, (pp. 141-178). 2024
Persistent link: https://www.econbiz.de/10015446963
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A class of efficiently solvable multistage optimization problems under uncertainty and applications
Minoux, Michel - In: IMA journal of management mathematics 28 (2017) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011690315
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