Perov's contraction principle and dynamic programming with stochastic discounting.
Alexis Akira TodaPublished in: Oper. Res. Lett. (2021)
Keyphrases
- dynamic programming
- stochastic optimization
- state space
- locally optimal
- multistage
- monte carlo
- greedy algorithm
- forward and backward
- belief change
- stereo matching
- machine learning
- minimal change
- stochastic models
- markov processes
- single machine
- belief revision
- markov decision processes
- linear programming
- artificial intelligence
- optimal policy
- coarse to fine
- stochastic process
- multiresolution
- artificial neural networks
- case study
- stochastic programming
- information retrieval
- real time
- stochastic nature
- change point detection