Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach.
Pieter M. van StadenPeter A. ForsythYuying LiPublished in: SIAM J. Financial Math. (2023)
Keyphrases
- dynamic programming
- single machine
- optimal control
- real world
- state space
- greedy algorithm
- stereo matching
- linear programming
- numerical data
- qualitative and quantitative
- coarse to fine
- multiscale
- neural network
- hidden markov models
- artificial neural networks
- database systems
- website
- lagrangian relaxation
- numerical analysis