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