Stable linear approximations to dynamic programming for stochastic control problems with local transitions

Van Roy, Benjamin.; Tsitsiklis, John N.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.

Date: 2013-06-05

Benjamin Van Roy and John N. Tsitsiklis.

Caption title.

Includes bibliographical references (leaf [7]).

Supported by NSF. ECS 9216531 Supported by EPRI. 8030-10 Supported by the ARO.

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