On dynamic programming for sequential decision problems under a general form of uncertainty

Paolo Dai Pra, Wolfgang J. Runggaldier, Cristina Rudari. On dynamic programming for sequential decision problems under a general form of uncertainty. Math. Meth. of OR, 45(1):81-107, 1997. [doi]

Authors

Paolo Dai Pra

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Wolfgang J. Runggaldier

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Cristina Rudari

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