Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming (Q2770078)

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scientific article; zbMATH DE number 1702791
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Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
scientific article; zbMATH DE number 1702791

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    7 February 2002
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    stochastic dynamic programming
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    continuous state and decision variables
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    future value function
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    Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming (English)
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