Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming (Q2770078)

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Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming
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    Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming (English)
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    7 February 2002
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    stochastic dynamic programming
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    continuous state and decision variables
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    future value function
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