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Review of "Dynamic Programming and Stochastic Control" by Dimitri P. Bertsekas.
Chelsea C. White III
Published in:
IEEE Trans. Syst. Man Cybern. (1977)
Keyphrases
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dynamic programming
stochastic control
optimal control
control problems
queueing systems
brownian motion
operations management
infinite horizon
reinforcement learning
state space
markov decision processes
machine learning
optimal policy
steady state
dynamical systems
stochastic process