Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions.

H. Mete Soner Nizar Touzi

Published in: SIAM J. Control. Optim. (2002)

Keyphrases

dynamic programming
similar problems
benchmark problems
optimal or near optimal
test problems
machine learning
genetic algorithm
decision trees
linear program
decision problems
solution quality
combinatorial problems
solving problems
approximate solutions
specific problems