A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables
| Year of publication: |
2013
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|---|---|
| Authors: | Denault, Michel ; Simonato, Jean-Guy ; Stentoft, Lars |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1940120. - Vol. 40.2013, 11, p. 2760-2769
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