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Daniel R. Jiang, Warren B. Powell, An Approximate Dynamic Programming Algorithm for Monotone Value Functions, Operations Research, Vol. 63, No. 6 (November-December 2015), pp. 1489-1511 ...
In particular, we show that a nonstandard approach we call "left-right" dynamic programming is better suited for this problem than the standard "bottom-up" approach, and we show how this "left-right" ...
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