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Approximate Dynamic Programming: Solving the Curses of Dimensionality

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Praise for the First Edition

"Finally, a book devoted to dynamic programming and written using the language of operations research (OR)! This beautiful book fills a gap in the libraries of OR specialists and practitioners."
Computing Reviews

This new edition showcases a focus on modeling and computation for complex classes of approximate dynamic programming problems

Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to comp...