Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs (Q3544256)

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scientific article; zbMATH DE number 5378740
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    Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
    scientific article; zbMATH DE number 5378740

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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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