Sampled fictitious play for multi-action stochastic dynamic programs
We introduce a class of finite-horizon dynamic optimization problems that we call multi-action stochastic dynamic programs (DPs). Their distinguishing feature is that the decision in each state is a multi-dimensional vector. These problems can in principle be solved using Bellman's backward rec...
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| المؤلفون الرئيسيون: | , , , , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2014
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/sis_research/1982 https://ink.library.smu.edu.sg/context/sis_research/article/2981/viewcontent/multi_action_stochastic_DP_final_production.pdf |
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