BORA - UiB

Bergen Open Research Archive

Browsing by Subject "Stochastic dynamic optimization"

Bergen Open Research Archive

Browsing by Subject "Stochastic dynamic optimization"

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  • Krakenes, Arne; Moxnes, Erling (Working paper, The University of Bergen, 2005)
    The task of finding optimal policies in stochastic dynamic systems is challenging. The theory of stochastic dynamic programming (SDP) is quite complex and the available software packages are not intended for non-specialists. ...

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