Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
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Publication:3544256
DOI10.1137/060665506zbMath1207.65076MaRDI QIDQ3544256
Publication date: 5 December 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3ea16cbb4b4dab07abc705f633314bdfb521a248
65K05: Numerical mathematical programming methods
90C15: Stochastic programming
90C39: Dynamic programming