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}, }