Approximate Dynamic Programming via a Smoothed Linear Program (Q4648262)

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scientific article; zbMATH DE number 6103669
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Approximate Dynamic Programming via a Smoothed Linear Program
scientific article; zbMATH DE number 6103669

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    Approximate Dynamic Programming via a Smoothed Linear Program (English)
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    8 November 2012
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    optimization
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    linear programming
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    stochastic control
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    Markov decision processes
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    approximate dynamic programming
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