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Dynamic consistency for stochastic optimal control problems.
Pierre Carpentier
Jean-Philippe Chancelier
Guy Cohen
Michel De Lara
Pierre Girardeau
Published in:
Ann. Oper. Res. (2012)
Keyphrases
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optimal control problems
optimal control
production planning
solving nonlinear
control theory
machine learning
special case
real time
image processing
lower bound
multi objective
differential equations
infinite horizon