"A simulation-and-regression approach for stochastic dynamic programs with ..."

Michel Denault, Jean-Guy Simonato, Lars Stentoft (2013)

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DOI: 10.1016/J.COR.2013.04.008

access: closed

type: Journal Article

metadata version: 2023-09-30

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Michel Denault, Jean-Guy Simonato, Lars Stentoft:
A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables. Comput. Oper. Res. 40(11): 2760-2769 (2013)

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