On constraint sampling in the linear programming approach to approximate dynamic programming (2004)
by
Daniela Pucci De Farias
,
Benjamin Van Roy
| Venue: | Mathematics of Operations Research |
| Citations: | 65 - 8 self |
BibTeX
@ARTICLE{Farias04onconstraint,
author = {Daniela Pucci De Farias and Benjamin Van Roy},
title = {On constraint sampling in the linear programming approach to approximate dynamic programming},
journal = {Mathematics of Operations Research},
year = {2004},
pages = {478}
}
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OpenURL
Abstract
doi 10.1287/moor.1040.0094
