35 search results - page 3 / 7 » Solving dynamic stochastic economic models by mathematical p... |
AI
2000
Springer
13 years 6 months ago
2000
Springer
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
ANOR
2006
13 years 6 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
BMCBI
2004
13 years 6 months ago
2004
Background: Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true ...
EOR
2006
13 years 6 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
IOR
2002
13 years 5 months ago
2002
abstract mathematics. My mentor was Professor S. Bochner, a distinguished contributor to harmonic analysis. My classmates included Richard Bellman (who later nurtured the method of...