Statistical learning for probability-constrained stochastic optimal control-Reference-Cited by-同舟云学术

Statistical learning for probability-constrained stochastic optimal control

Published:2021-04 Issue:2 Volume:290 Page:640-656
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Balata Alessandro,Ludkovski Michael,Maheshwari Aditya,Palczewski Jan

Funder

NSF

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference40 articles.

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4. Balata, A., & Palczewski, J. (2017). Regress-later Monte Carlo for optimal inventory control with applications in energy. arXiv:1703.06461.

5. Balata, A., & Palczewski, J. (2018). Regress-later Monte Carlo for optimal control of Markov processes. arXiv:1712.09705.

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