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Control Optimization with Stochastic Dynamic Programming

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Part of the book series: Operations Research/Computer Science Interfaces Series ((ORCS,volume 25))

Abstract

This chapter focuses on a problem of control optimization — namely, the Markov decision problem. Our discussions will be at a very elementary level, and we will not attempt to prove any theorems.

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© 2003 Springer Science+Business Media New York

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Gosavi, A. (2003). Control Optimization with Stochastic Dynamic Programming. In: Simulation-Based Optimization. Operations Research/Computer Science Interfaces Series, vol 25. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3766-0_8

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  • DOI: https://doi.org/10.1007/978-1-4757-3766-0_8

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-5354-4

  • Online ISBN: 978-1-4757-3766-0

  • eBook Packages: Springer Book Archive

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