Optimization over Time
E695664
"Optimization over Time" is a seminal work by Peter Whittle that develops mathematical methods for making optimal sequential decisions in dynamic and stochastic systems.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Optimization over Time canonical | 1 |
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf |
academic monograph
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book ⓘ |
| author | Peter Whittle NERFINISHED ⓘ |
| contribution |
develops rigorous framework for sequential decision problems
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formalizes optimization in dynamic and stochastic environments ⓘ |
| describedAs | seminal work on mathematical methods for optimal sequential decisions ⓘ |
| field |
applied probability
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dynamic programming ⓘ operations research ⓘ sequential decision theory ⓘ stochastic control ⓘ |
| hasApplicationDomain |
economics and finance
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engineering systems control ⓘ operations management ⓘ queueing systems ⓘ |
| hasMathematicalTool |
Markov decision process formulation
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convex analysis ⓘ dynamic programming recursion ⓘ functional equations ⓘ measure-theoretic probability ⓘ stochastic process theory ⓘ |
| influencedField |
applied probability
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control theory ⓘ economics ⓘ operations research NERFINISHED ⓘ |
| language | English ⓘ |
| topic |
Bellman equations
NERFINISHED
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Lagrange multipliers in dynamic optimization ⓘ Markov chains NERFINISHED ⓘ Markov decision processes NERFINISHED ⓘ average cost criteria ⓘ control of queues ⓘ convexity in dynamic programming ⓘ discounted cost criteria ⓘ dynamic programming equations ⓘ dynamic programming principle ⓘ dynamic systems ⓘ finite-horizon problems ⓘ infinite-horizon problems ⓘ inventory control ⓘ optimal control ⓘ optimal sequential decisions ⓘ resource allocation over time ⓘ semi-Markov processes ⓘ stationary policies ⓘ stochastic optimization ⓘ stochastic systems ⓘ stopping problems ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.