Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems

C. Russell Philbrick Jr., Peter K. Kitanidis. Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems. Operations Research, 49(3):398-412, 2001. [doi]

Authors

C. Russell Philbrick Jr.

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Peter K. Kitanidis

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