Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems

C. Russell Philbrick Jr., Peter K. Kitanidis. Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems. Operations Research, 49(3):398-412, 2001. [doi]

@article{PhilbrickK01,
  title = {Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems},
  author = {C. Russell Philbrick Jr. and Peter K. Kitanidis},
  year = {2001},
  doi = {10.1287/opre.49.3.398.11219},
  url = {http://dx.doi.org/10.1287/opre.49.3.398.11219},
  researchr = {https://researchr.org/publication/PhilbrickK01},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {49},
  number = {3},
  pages = {398-412},
}