Approximating infinite horizon stochastic optimal control in discrete time with constraints (Q2507412)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating infinite horizon stochastic optimal control in discrete time with constraints |
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Approximating infinite horizon stochastic optimal control in discrete time with constraints (English)
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11 October 2006
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epi-convergence
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variational analysis
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infinite horizon
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optimal control
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dynamic programming
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stochastic programming
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