Daniela Pucci de Farias, Benjamin Van Roy. On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming. Math. Oper. Res., 29(3):462-478, 2004. [doi]
@article{FariasR04,
title = {On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming},
author = {Daniela Pucci de Farias and Benjamin Van Roy},
year = {2004},
doi = {10.1287/moor.1040.0094},
url = {http://dx.doi.org/10.1287/moor.1040.0094},
tags = {constraints, programming, systematic-approach},
researchr = {https://researchr.org/publication/FariasR04},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {29},
number = {3},
pages = {462-478},
}