Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control
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Publication:4210464
DOI10.1137/S0363012996313367zbMath0922.93051OpenAlexW1963793715MaRDI QIDQ4210464
Richard H. Stockbridge, Marta Susana Mendiondo
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012996313367
linear programmingstochastic controlnumerical approximationinfinite-dimensional linear programmingdiscounted criterionlong-term average criterion
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