On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
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Publication:5704184
DOI10.1287/moor.1040.0094zbMath1082.90124OpenAlexW2158479468MaRDI QIDQ5704184
Benjamin van Roy, Daniela Pucci de Farias
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1040.0094
Large-scale problems in mathematical programming (90C06) Queues and service in operations research (90B22) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Dynamic programming (90C39)
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