Dynamic Programming: Deterministic and Stochastic Models (Dimitri P. Bertsekas)

JOURNAL ARTICLE published March 1989 in SIAM Review

Authors: Frederick J. Beutler

Dynamic Programming and Stochastic Control (Dimitri P. Bertsekas)

JOURNAL ARTICLE published April 1978 in SIAM Review

Authors: Roland E. Larson

Regular Policies in Abstract Dynamic Programming

JOURNAL ARTICLE published January 2017 in SIAM Journal on Optimization

Authors: Dimitri P. Bertsekas

Steady State Policies for a Class of Deterministic Dynamic Programming Models

JOURNAL ARTICLE published January 1975 in SIAM Journal on Applied Mathematics

Authors: James Flynn

Stable Optimal Control and Semicontractive Dynamic Programming

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Dimitri P. Bertsekas

Monotone Mappings with Application in Dynamic Programming

JOURNAL ARTICLE published May 1977 in SIAM Journal on Control and Optimization

Authors: Dimitri P. Bertsekas

Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming

JOURNAL ARTICLE published January 2014 in SIAM Journal on Optimization

Authors: Suvrajeet Sen | Zhihong Zhou

Stochastic Programming with Multiple Objective Functions (I. M. Stancu-Minasian)

JOURNAL ARTICLE published September 1987 in SIAM Review

Authors: Mark H. Karwan

Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming

JOURNAL ARTICLE published January 2021 in SIAM Journal on Optimization

Research funded by Air Force Office of Scientific Research (FA9550-20-1-0006) | Office of Naval Research (N00014-20-1-2077) | National Science Foundation (CMMI-1822327)

Authors: Harsha Gangammanavar | Suvrajeet Sen

Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming

JOURNAL ARTICLE published January 2002 in SIAM Journal on Optimization

Authors: Victoria C. P. Chen

A New Value Iteration method for the Average Cost Dynamic Programming Problem

JOURNAL ARTICLE published March 1998 in SIAM Journal on Control and Optimization

Authors: Dimitri P. Bertsekas

Abstract Dynamic Programming Models under Commutativity Conditions

JOURNAL ARTICLE published July 1987 in SIAM Journal on Control and Optimization

Authors: Sergio Verdu | H. Vincent Poor

Stochastic Optimal Control: The Discrete Time Case (Dimitri P. Bertsekas and Steven F. Shreve)

JOURNAL ARTICLE published April 1980 in SIAM Review

Authors: R. J. Elliott

Markov Decision Processes: Discrete Stochastic Dynamic Programming (Martin L. Puterman)

JOURNAL ARTICLE published December 1996 in SIAM Review

Authors: A. Feinberg

Optimization Over Time Volume 1: Dynamic Programming and Stochastic Control (Peter Whittle)

JOURNAL ARTICLE published April 1984 in SIAM Review

Authors: Richard Serfozo

Optimization Over Time—Volume II: Dynamic Programming and Stochastic Control (Peter Whittle)

JOURNAL ARTICLE published March 1985 in SIAM Review

Authors: Robert J. Elliott

Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem

JOURNAL ARTICLE published May 1976 in SIAM Journal on Control and Optimization

Authors: Paul Olsen

Asymptotic Approximations to Deterministic and Stochastic Volatility Models

JOURNAL ARTICLE published January 2011 in SIAM Journal on Financial Mathematics

Authors: Richard Jordan | Charles Tier

Stochastic First-Order Methods with Random Constraint Projection

JOURNAL ARTICLE published January 2016 in SIAM Journal on Optimization

Authors: Mengdi Wang | Dimitri P. Bertsekas

Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems

JOURNAL ARTICLE published January 2021 in SIAM Journal on Optimization

Research funded by Conselho Nacional de Desenvolvimento Científico e Tecnológico (401371/2014-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (401371/2014-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (401371/2014-0,204872/2018-9,311289/2016-9)

Authors: Vincent Guigues | Renato Monteiro | Benar Svaiter