Stochastic dynamic programming: Caution and probing (Q3927163)

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Stochastic dynamic programming: Caution and probing
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    Stochastic dynamic programming: Caution and probing (English)
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    1981
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    stochastic control
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    cost function
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    deterministic term
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    caution term
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    probing term
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    Markov process
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    Bellman's dynamic programming method
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