Stable linear approximations to dynamic programming for stochastic control problems with local transitions
Author(s)
Van Roy, Benjamin.; Tsitsiklis, John N.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
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Metadata
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Caption title. Includes bibliographical references (leaf [7]).
Date issued
1996Publisher
Massachusetts Institute of Technology, Laboratory for Information and Decision Systems]
Series/Report no.
LIDS-P ; 2316