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Optimal dynamic investment with learning by doing in the adjustment cost function.
Steffen Jørgensen
Peter M. Kort
Published in:
ZOR Methods Model. Oper. Res. (1993)
Keyphrases
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cost function
expected cost
data sets
decision making
closed form
database
optimal solution
long run
neural network
social networks
feature selection
objective function
dynamic programming
worst case
pareto optimal
dynamically changing