Optimal Stochastic Switching under Convexity Assumptions (Q5494873)
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scientific article; zbMATH DE number 6323015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stochastic Switching under Convexity Assumptions |
scientific article; zbMATH DE number 6323015 |
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Optimal Stochastic Switching under Convexity Assumptions (English)
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30 July 2014
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Markov decision
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approximate dynamic programming
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least squares Monte Carlo family
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