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A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables
Denault, Michel, Simonato, Jean-Guy, Stentoft, LarsVolume:
40
Language:
english
Journal:
Computers & Operations Research
DOI:
10.1016/j.cor.2013.04.008
Date:
November, 2013
File:
PDF, 2.00 MB
english, 2013