Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs (Q3544256)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs |
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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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