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dynamic programming
40
[math.math-pr]mathematics [math]/probability [math.pr]
19
[math.math-oc]mathematics [math]/optimization and control [math.oc]
15
dynamic programming principle
14
viscosity solutions
14
duality
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optimal control
12
algorithms
10
functional ito calculus
9
markov processes
9
markov decision processes
8
partial observation
7
uniform value
7
[shs.eco]humanities and social sciences/economics and finance
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american options
6
mathematics
6
mathematics - probability
6
monte carlo method
6
robotics and control systems
6
simulation
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valuation
6
[info.info-pf]computer science [cs]/performance [cs.pf]
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acm: g.: mathematics of computing/g.1: numerical analysis/g.1.6: optimization
5
approximate dynamic programming
5
confidence bounds
5
deterministic
5
differential equations
5
dual
5
long-run average payoff
5
markov decision process
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Published in
mathematics of operations research
12
management science
8
annals of operations research
7
mathematical finance
6
siam journal on control and optimization
5
agricultural finance review
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mathematical methods of operations research
3
queueing systems. theory and applications
3
siam journal on control & optimization
3
discrete event dynamic systems: theory and applications
2
dynamics of continuous, discrete \& impulsive systems. series b. applications \& algorithms
2
eissn: 1945-497x ; siam journal on financial mathematics ; https://hal.science/hal-00477381 ; siam journal on financial mathematics, 2013, 4 (1
2
finance & stochastics
2
https://hal.science/hal-01302567 ; 2016
2
journal of engineering
2
operations research and systems
2
proceedings of the 48h ieee conference on decision and control (cdc) held jointly with 2009 28th chinese control conference, decision and control, 2009 held jointly with the 2009 28th chinese control conference. cdc/ccc 2009. proceedings of the 48th ieee conference on
2
quantitative finance
2
the annals of applied probability
2
1981 20th ieee conference on decision and control including the symposium on adaptive processes, decision and control including the symposium on adaptive processes, 1981 20th ieee conference on
1
2019 international conference on robotics and automation (icra), robotics and automation (icra), 2019 international conference on
1
2025 european control conference (ecc), control conference (ecc), 2025 european
1
2025 ieee international symposium on information theory (isit), information theory (isit), 2025 ieee international symposium on
1
advances in applied probability
1
annals of applied probability
1
applied mathematics & computation
1
applied mathematics and optimization
1
archive ouverte d'inrae ; 2016
1
dissertation abstracts international
1
dissertation abstracts international: section b: the sciences and engineering
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Publisher
ccsd
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hal ccsd
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ieee
7
springer nature
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society for industrial and applied mathematics
6
springer
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informs
4
informs: institute for operations research & the management sciences
4
wiley
4
wiley-blackwell
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society for industrial & applied mathematics
3
american institute of mathematical sciences
2
elsevier b.v.
2
inst mathematical statistics-ims
2
institute for operations research and the management sciences
2
institute of mathematical statistics
2
newsrx llc
2
siam publications
2
springer-verlag, berlin
2
taylor & francis ltd
2
zbw - leibniz-informationszentrum wirtschaft
2
atlantis press, paris
1
birkhauser boston, boston, ma
1
birkhauser boston, inc., boston, ma
1
cambridge university press
1
crc press, boca raton, fl
1
digitalcommons@university of nebraska - lincoln
1
emerald
1
emerald publishing limited
1
euca
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BASE
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MathSciNet via EBSCOhost
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arXiv
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Complementary Index
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Business Source Premier
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IEEE Xplore Digital Library
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Science Citation Index Expanded
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Academic Search Index
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EconLit
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Gale Academic OneFile
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JSTOR Journals
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Social Sciences Citation Index
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wiso
2
TEMA
2
ECONIS
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APA PsycInfo
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Networked Digital Library of Theses & Dissertations
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GBV Online Contents
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eBook Index
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Emerald Insight
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