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A filled function method for optimal discrete-valued control problems.
Changzhi Wu
Kok Lay Teo
Volker Rehbock
Published in:
J. Glob. Optim. (2009)
Keyphrases
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control problems
optimal control
discrete valued
reinforcement learning
dynamic programming
stochastic control
continuous valued
adaptive control
queueing systems
filled function method
control strategy
brownian motion