Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs (Q3544256): Difference between revisions

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Latest revision as of 15:24, 19 March 2024

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Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
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    Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs (English)
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    5 December 2008
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    stochastic programming
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    dynamic programming
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    infinite horizon
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    linear approximation
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    cutting planes
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