Gaggero, Mauro; Gnecco, Giorgio; Sanguineti, Marcello Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty. (English) Zbl 1321.90093 Comput. Optim. Appl. 58, No. 1, 31-85 (2014). MSC: 90C15 90C39 91B42 × Cite Format Result Cite Review PDF Full Text: DOI
Gaggero, Mauro; Gnecco, Giorgio; Sanguineti, Marcello Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results. (English) Zbl 1262.90186 J. Optim. Theory Appl. 156, No. 2, 380-416 (2013). MSC: 90C39 91B06 × Cite Format Result Cite Review PDF Full Text: DOI