On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming (Q5704184)

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scientific article; zbMATH DE number 2228349
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On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
scientific article; zbMATH DE number 2228349

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    On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming (English)
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    11 November 2005
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    Markov decision processes
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    policy
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    value function
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    basis functions
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