Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations
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DOI: 10.1109/tac.2017.2731817
Abstract: The “weakly coupled dynamic program” describes a broad class of stochastic optimization problems in which multiple controlled stochastic processes evolve independently but subject to a set of linking constraints imposed on the controls. One feature… read more here.
Keywords: information; coupled dynamic; dynamic program; program ... See more keywords