A comparison of global and semi-local approximation in T-stage stochastic optimization
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- Guo, Xianping & Zhang, Wenzhao, 2014. "Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints," European Journal of Operational Research, Elsevier, vol. 238(2), pages 486-496.
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Keywords
Markov processes Dynamic programming Neural networks Semi-local approximation;Statistics
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