The Linear Programming Approach to Approximate Dynamic Programming

Daniela Pucci de Farias, Benjamin Van Roy. The Linear Programming Approach to Approximate Dynamic Programming. Operations Research, 51(6):850-865, 2003. [doi]

@article{FariasR03,
  title = {The Linear Programming Approach to Approximate Dynamic Programming},
  author = {Daniela Pucci de Farias and Benjamin Van Roy},
  year = {2003},
  doi = {10.1287/opre.51.6.850.24925},
  url = {http://dx.doi.org/10.1287/opre.51.6.850.24925},
  tags = {programming, systematic-approach},
  researchr = {https://researchr.org/publication/FariasR03},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {51},
  number = {6},
  pages = {850-865},
}