Fixed-Dimensional Stochastic Dynamic Programs: An Approximation Scheme and an Inventory Application (Q5166300)

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scientific article; zbMATH DE number 6308857
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Fixed-Dimensional Stochastic Dynamic Programs: An Approximation Scheme and an Inventory Application
scientific article; zbMATH DE number 6308857

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    Fixed-Dimensional Stochastic Dynamic Programs: An Approximation Scheme and an Inventory Application (English)
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    26 June 2014
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    discrete convexity
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    multidimensional stochastic dynamic programs
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    approximation algorithms
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