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Directional derivative estimates for the optimal value function of a quasidifferentiable programming problem.
Bernd Luderer
Published in:
Math. Program. (1991)
Keyphrases
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piecewise linear
programming language
gaussian function
optimal solution
single parameter
dynamic programming
genetic algorithm
object oriented programming
estimation error
semi infinite programming
real time
control policy
closed form
general purpose
worst case
learning algorithm
neural network