"Stochastic Lipschitz dynamic programming."

Shabbir Ahmed, Filipe Goulart Cabral, Bernardo Freitas Paulo da Costa (2022)

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DOI: 10.1007/S10107-020-01569-Z

access: closed

type: Journal Article

metadata version: 2023-09-30

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Shabbir Ahmed, Filipe Goulart Cabral, Bernardo Freitas Paulo da Costa:
Stochastic Lipschitz dynamic programming. Math. Program. 191(2): 755-793 (2022)

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