nips nips2001 nips2001-36 nips2001-36-reference knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Daniela Farias, Benjamin V. Roy
Abstract: The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large- scale stochastic control problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach