State partitioning based linear program for stochastic dynamic programs : an invariance property
Year of publication: |
2012
|
---|---|
Authors: | Park, M. ; Krishnamoorthy, Kalyanam ; Darbha, Swaroop ; Chandler, Phillip ; Pachter, Meir |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 40.2012, 6, p. 487-491
|
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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