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A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case.
Yorai Wardi
Richelle V. Adams
Benjamin Melamed
Published in:
IEEE Trans. Autom. Control. (2010)
Keyphrases
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single stage
multistage
stochastic processes
learning algorithm
decision making
probabilistic model
state space
upper bound
mathematical models
stochastic optimization
inventory systems