An approximate dynamic programming algorithm for monotone value functions
Year of publication: |
November-December 2015
|
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Authors: | Jiang, Daniel R. ; Powell, Warren B. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 6, p. 1489-1511
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Subject: | approximate dynamic programming | monotonicity | optimal stopping | energy storage | glycemic control | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming |
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