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Suboptimal policies for stochastic \(N\)-stage optimization: accuracy analysis and a case study from optimal consumption. (English) Zbl 1291.90286

El Ouardighi, Fouad (ed.) et al., Models and methods in economics and management science. Essays in honor of Charles S. Tapiero. Cham: Springer (ISBN 978-3-319-00668-0/hbk; 978-3-319-00669-7/ebook). International Series in Operations Research & Management Science 198, 27-50 (2014).
MSC:  90C39 90C90
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