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Dynamic Programming and Stochastic Control

Authors

Dimitri P. Bertsekas

Year

1976

Algorithm

Dynamic Programming and Stochastic Control

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Abstract¶

Summary¶

Develops a unified framework for sequential decision making under uncertainty using dynamic programming. Covers finite and infinite horizon stochastic control, imperfect state information, risk, sufficient statistics, adaptive control, and discounted, undiscounted, and average cost problems.

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