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A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case.

Yorai WardiRichelle V. AdamsBenjamin Melamed
Published in: IEEE Trans. Autom. Control. (2010)
Keyphrases
  • single stage
  • multistage
  • stochastic processes
  • learning algorithm
  • decision making
  • probabilistic model
  • state space
  • upper bound
  • mathematical models
  • stochastic optimization
  • inventory systems