An Iterative Dual Approach for Stochastic Control with Information Relaxation
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All Author(s) ListYU, Wei, CHEN Nan
Name of Conference13th INFORMS Computing Society Conference
Start Date of Conference07/01/2013
Proceedings Title13th INFORMS Computing Society Conference
Year2013
Month1
Pages71
LanguagesEnglish-United Kingdom
KeywordsStochastic Control; Iterative Approach; Information Relaxation

Last updated on 2018-19-01 at 20:17