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Commentary - Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming.

Andrzej Ruszczynski
Published in: INFORMS J. Comput. (2010)
Keyphrases
  • approximate dynamic programming
  • linear program
  • stochastic dynamic programming
  • dynamic programming
  • decision making
  • reinforcement learning
  • step size
  • decision makers
  • decision problems
  • special case
  • average cost