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A new method of proving structural properties for certain class of stochastic dynamic control problems.

Weifen ZhuangMichael Z. F. Li
Published in: Oper. Res. Lett. (2010)
Keyphrases
  • structural properties
  • objective function
  • dynamic programming
  • control problems
  • data mining
  • machine learning
  • support vector machine
  • steady state
  • optimization algorithm
  • stochastic dynamic