Technical Note—An Adjustment to the Norman-White Approach to Approximating Dynamic Programs (Q3885532)

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Technical Note—An Adjustment to the Norman-White Approach to Approximating Dynamic Programs
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    Technical Note—An Adjustment to the Norman-White Approach to Approximating Dynamic Programs (English)
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    1979
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    Norman-White approach
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    stochastic dynamic problems
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    expectations
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    policy improvement step
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    approximation of dynamic programs
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    approximation of the transition mechanism
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