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"Successive Linear Approximation Solution of Infinite-Horizon Dynamic ..."

John R. Birge, Gongyun Zhao (2007)

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DOI: 10.1137/060665506

access: closed

type: Journal Article

metadata version: 2020-06-08

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John R. Birge, Gongyun Zhao:
Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs. SIAM J. Optim. 18(4): 1165-1186 (2007)

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