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The Dynamic Programming Equation for Second Order Stochastic Target Problems.

H. Mete SonerNizar Touzi
Published in: SIAM J. Control. Optim. (2009)
Keyphrases
  • dynamic programming
  • np complete
  • reinforcement learning
  • real time
  • higher order
  • solving problems
  • multiscale
  • high order
  • stochastic model