On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control.

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Title: On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control.
Authors: Keehan, Dominic S. T.1 (AUTHOR) dkee331@aucklanduni.ac.nz, Philpott, Andrew B.1 (AUTHOR) a.philpott@auckland.ac.nz, Anderson, Edward J.2 (AUTHOR) e.anderson@imperial.ac.uk
Source: INFORMS Journal on Optimization. Winter2026, Vol. 8 Issue 1, p41-60. 20p.
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  Data: <searchLink fieldCode="JN" term="%22INFORMS+Journal+on+Optimization%22">INFORMS Journal on Optimization</searchLink>. Winter2026, Vol. 8 Issue 1, p41-60. 20p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1287/ijoo.2024.0060
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      – Code: eng
        Text: English
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        PageCount: 20
        StartPage: 41
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      – TitleFull: On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control.
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            NameFull: Philpott, Andrew B.
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              Text: Winter2026
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              Y: 2026
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