Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints.

Darinka Dentcheva Andrzej Ruszczynski

Published in: SIAM J. Control. Optim. (2008)

Keyphrases

dynamic optimization
stochastic dominance
nature inspired
random variables
dynamic programming
fuzzy random variables
markov decision processes
cost function
infinite horizon
information retrieval
constraint programming