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Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems.
Warren B. Powell
Andrzej Ruszczynski
Huseyin Topaloglu
Published in:
Math. Oper. Res. (2004)
Keyphrases
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stochastic optimization problems
learning algorithm
random variables
machine learning algorithms
control policies
optimization problems
machine learning
data mining
learning problems
training data
reinforcement learning
cost function
finite number
decision making
linear programming
difference equations