Stochastic Target Problems with Controlled Loss.

Bruno Bouchard Romuald Elie Nizar Touzi

Published in: SIAM J. Control. Optim. (2009)

Keyphrases

difficult problems
np complete
application domains
decision problems
problems involving
data sets
artificial intelligence
search engine
bayesian networks
high dimensional
recommender systems
active learning
dynamic programming
optimization problems
markov decision processes
robust optimization