Successive linear approximation solution of infinite-horizon dynamic stochastic programs

Successive linear approximation solution of infinite-horizon dynamic stochastic programs

10.1137/060665506

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Bibliographic Details
Main Authors: Birge, J.R., Zhao, G.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Cutting planes
Dynamic programming
Infinite horizon
Linear approximation
Stochastic programming
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104216
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1042162024-11-10T12:22:07Z Successive linear approximation solution of infinite-horizon dynamic stochastic programs Birge, J.R. Zhao, G. MATHEMATICS Cutting planes Dynamic programming Infinite horizon Linear approximation Stochastic programming 10.1137/060665506 SIAM Journal on Optimization 18 4 1165-1186 2014-10-28T02:46:39Z 2014-10-28T02:46:39Z 2007 Article Birge, J.R., Zhao, G. (2007). Successive linear approximation solution of infinite-horizon dynamic stochastic programs. SIAM Journal on Optimization 18 (4) : 1165-1186. ScholarBank@NUS Repository. https://doi.org/10.1137/060665506 10526234 http://scholarbank.nus.edu.sg/handle/10635/104216 000207940400002 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Cutting planes
Dynamic programming
Infinite horizon
Linear approximation
Stochastic programming
spellingShingle Cutting planes
Dynamic programming
Infinite horizon
Linear approximation
Stochastic programming
Birge, J.R.
Zhao, G.
Successive linear approximation solution of infinite-horizon dynamic stochastic programs
description 10.1137/060665506
author2 MATHEMATICS
author_facet MATHEMATICS
Birge, J.R.
Zhao, G.
format Article
author Birge, J.R.
Zhao, G.
author_sort Birge, J.R.
title Successive linear approximation solution of infinite-horizon dynamic stochastic programs
title_short Successive linear approximation solution of infinite-horizon dynamic stochastic programs
title_full Successive linear approximation solution of infinite-horizon dynamic stochastic programs
title_fullStr Successive linear approximation solution of infinite-horizon dynamic stochastic programs
title_full_unstemmed Successive linear approximation solution of infinite-horizon dynamic stochastic programs
title_sort successive linear approximation solution of infinite-horizon dynamic stochastic programs
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/104216
_version_ 1821181548560384000

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