Approximate dynamic programming for stochastic n-stage optimization with application to optimal consumption under uncertainty. Gaggero, M., Gnecco, G., & Sanguineti, M. Computational Optimization and Applications, 58(1):31–85, 2014. bibtex @Article{SCC.Gaggero.Gnecco.ea2014,
author = {Gaggero, Mauro and Gnecco, Giorgio and Sanguineti, Marcello},
title = {Approximate dynamic programming for stochastic n-stage optimization with application to optimal consumption under uncertainty},
journal = {Computational Optimization and Applications},
year = {2014},
volume = {58},
number = {1},
pages = {31--85},
owner = {joelar},
timestamp = {2015-01-01},
}
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