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Average Cost Optimization Theory for Countable State Spaces

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Average Reward Criterion

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross

Information and Stochastic Optimization Problems

BOOK CHAPTER published 2015 in Stochastic Multi-Stage Optimization

Authors: Pierre Carpentier | Jean-Philippe Chancelier | Guy Cohen | Michel De Lara

Finite-Stage Models

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross

Wiley Series in Probability and Statistics

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

15. Melt Control: Charge Optimization via Stochastic Programming

BOOK CHAPTER published January 2005 in Applications of Stochastic Programming

Authors: Jitka Dupačová | Pavel Popela

Open-Loop Control: The Stochastic Gradient Method

BOOK CHAPTER published 2015 in Stochastic Multi-Stage Optimization

Authors: Pierre Carpentier | Jean-Philippe Chancelier | Guy Cohen | Michel De Lara

Frontmatter

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

CHAPTER 6: DYNAMIC PROGRAMMING

BOOK CHAPTER published 15 December 2015 in Stochastic Systems

Stochastic and Adaptive Dynamic Programming Fundamentals

BOOK CHAPTER published 17 December 2015 in Adaptive Stochastic Optimization Techniques with Applications

On functional equations of discrete dynamic programming

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: Karel Sladký

LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING

BOOK CHAPTER published 1975 in Stochastic Optimization Models in Finance

Authors: Paul A. Samuelson

The structure of persistently nearly-optimal strategies in stochastic dynamic programming problems

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: E. A. Fainberg

Stochastic and Adaptive Dynamic Programming Fundamentals

BOOK CHAPTER published 2 December 2015 in Adaptive Stochastic Optimization Techniques with Applications

Authors: James A. Momoh

Appendix B: On Optimization Theory

BOOK CHAPTER published 1976 in Mathematics in Science and Engineering

Introduction

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Bibliography

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Index

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

CHAPTER 8: INFINITE HORIZON DYNAMIC PROGRAMMING

BOOK CHAPTER published 15 December 2015 in Stochastic Systems

Stochastic Multi-Stage Optimization

BOOK published 2015 in Probability Theory and Stochastic Modelling

Authors: Pierre Carpentier | Jean-Philippe Chancelier | Guy Cohen | Michel De Lara