Tractable approximation algorithms for high dimensional sequential optimization problems,
Sequential decision making problems are ubiquitous in a number of research areas such as operations research, finance, engineering and computer science. The main challenge with these problems comes from the fact that, firstly, there is uncertainty about the future. And secondly, decisions have to be...
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| Language: | English |
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2016
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| Online Access: | https://doi.org/10.7916/D8JQ10W8 |