There's no rush with this, I just want to open the issue while it's on my mind. In #138 I did a trial port of the DiffSharp 0.7 samples from the DiffSharp 0.7 documentation. Unsurprisingly I noticed ...
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Abstract: We prove convergence of an approximate dynamic programming algorithm for a class of high-dimensional stochastic control problems linked by a scalar storage device, given a technical ...
Abstract: We prove convergence of an approximate dynamic programming algorithm for a class of high-dimensional stochastic control problems linked by a scalar storage device, given a technical ...
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