Stochastic dynamic programming: Caution and probing (Q3927163)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dynamic programming: Caution and probing |
scientific article |
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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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