Stochastic Optimal Control with Neural Networks and Application to a Retailer Inventory Problem

Zhongwu Huang, Xiaohua Wang, Sivasubramanya Nadar Balakrishnan. Stochastic Optimal Control with Neural Networks and Application to a Retailer Inventory Problem. In 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005. pages 4518-4523, IEEE, 2005. [doi]

Abstract

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