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Neural network and regression spline value function approximations for stochastic dynamic programming.
Cristiano Cervellera
Aihong Wen
Victoria C. P. Chen
Published in:
Comput. Oper. Res. (2007)
Keyphrases
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neural network
stochastic dynamic programming
approximate dynamic programming
influence diagrams
least squares
artificial neural networks
experimental design
model selection
decision problems
radial basis function
multilayer perceptron
continuous state