Solving the Dual Problems of Dynamic Programs via Regression

zbMath1395.90236arXiv1610.07726MaRDI QIDQ5375218

Enlu Zhou, Fan Ye, Helin Zhu

Publication date: 14 September 2018

Full work available at URL: https://arxiv.org/abs/1610.07726

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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