Abstract
This chapter focuses on a problem of control optimization — namely, the Markov decision problem. Our discussions will be at a very elementary level, and we will not attempt to prove any theorems.
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You can never plan the future by the past.
— Edmund Burke (1729–1797)
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© 2003 Springer Science+Business Media New York
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Gosavi, A. (2003). Control Optimization with Stochastic Dynamic Programming. In: Simulation-Based Optimization. Operations Research/Computer Science Interfaces Series, vol 25. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3766-0_8
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DOI: https://doi.org/10.1007/978-1-4757-3766-0_8
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-5354-4
Online ISBN: 978-1-4757-3766-0
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