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Optimal stationary control of discrete processes and a polynomial time algorithm for stochastic control problem on networks.
Dmitrii Lozovanu
Stefan Pickl
Published in:
ICCS (2010)
Keyphrases
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worst case
optimal solution
dynamic programming
cost function
stochastic control
computational complexity
learning algorithm
objective function
closed form
control strategy
optimal control
brownian motion
mathematical model
control algorithm
operations management