Stochastic Lipschitz dynamic programming.
Shabbir AhmedFilipe Goulart CabralBernardo Freitas Paulo da CostaPublished in: Math. Program. (2022)
Keyphrases
- dynamic programming
- forward and backward
- monte carlo
- optimal control
- locally optimal
- state space
- linear programming
- stochastic processes
- single machine
- stochastic optimization
- stereo matching
- multistage
- stochastic programming
- stochastic nature
- stochastic models
- dynamic programming algorithms
- stochastic process
- metric space
- coarse to fine
- real world
- optimal policy
- special case
- multi agent
- objective function
- reinforcement learning
- image sequences