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 (2)

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Optimization Over Time 1
Optimization over Time canonical 1

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Statements (48)

Predicate Object
instanceOf academic monograph ⓘ
book ⓘ
author Peter Whittle ⓘ
contribution develops rigorous framework for sequential decision problems ⓘ
formalizes optimization in dynamic and stochastic environments ⓘ
describedAs seminal work on mathematical methods for optimal sequential decisions ⓘ
field applied probability ⓘ
dynamic programming ⓘ
operations research ⓘ
sequential decision theory ⓘ
stochastic control ⓘ
hasApplicationDomain economics and finance ⓘ
engineering systems control ⓘ
operations management ⓘ
queueing systems ⓘ
hasMathematicalTool Markov decision process formulation ⓘ
convex analysis ⓘ
dynamic programming recursion ⓘ
functional equations ⓘ
measure-theoretic probability ⓘ
stochastic process theory ⓘ
influencedField applied probability ⓘ
control theory ⓘ
economics ⓘ
operations research ⓘ
language English ⓘ
topic Bellman equations ⓘ
linked to: Bellman equation

Lagrange multipliers in dynamic optimization ⓘ
Markov chains ⓘ
linked to: Markov processes

Markov decision processes ⓘ
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 ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Peter Whittle → notableWork → Optimization over Time ⓘ
Systems in Stochastic Equilibrium → relatedWork → Optimization Over Time ⓘ
linked to: Optimization over Time