Approximate dynamic programming for stochastic N-stage optimization with application to optimal consumption under uncertainty
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DOI: 10.1007/s10589-013-9614-z
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- Giorgio Gnecco & Fabio Pammolli & Berna Tuncay, 2022. "Welfare and research and development incentive effects of uniform and differential pricing schemes," Computational Management Science, Springer, vol. 19(2), pages 229-268, June.
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Keywords
Sequential decisions; Stochastic optimization; Dynamic programming; Suboptimal solutions; Infinite-dimensional programming; Optimal consumption under uncertainty;All these keywords.
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