State partitioning based linear program for stochastic dynamic programs: an invariance property

DOI10.1016/j.orl.2012.08.006zbMath1258.90055OpenAlexW2080125327MaRDI QIDQ1939695

Yanyan Li

Publication date: 5 March 2013

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2012.08.006

zbMATH Keywords

linear programmingapproximate dynamic programmingstate aggregation

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

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