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An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming.
Hyeong Soo Chang
Michael C. Fu
Jiaqiao Hu
Steven I. Marcus
Published in:
IEEE Trans. Autom. Control. (2007)
Keyphrases
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learning algorithm
cost function
np hard
convergence rate
machine learning
dynamic programming
worst case
stochastic dynamic programming
bayesian networks
active learning
multistage
approximate dynamic programming