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Iterative Dynamic Programming : Monographs and Surveys in Pure and Applied Mathematics - Rein Luus

Iterative Dynamic Programming

By: Rein Luus

eText | 17 September 2019 | Edition Number 1

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Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem

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