Stefan Wörner, Marco Laumanns, Rico Zenklusen, Apostolos Fertis. Approximate dynamic programming for stochastic linear control problems on compact state spaces. European Journal of Operational Research, 241(1):85-98, 2015. [doi]
@article{WornerLZF15,
title = {Approximate dynamic programming for stochastic linear control problems on compact state spaces},
author = {Stefan Wörner and Marco Laumanns and Rico Zenklusen and Apostolos Fertis},
year = {2015},
doi = {10.1016/j.ejor.2014.08.003},
url = {http://dx.doi.org/10.1016/j.ejor.2014.08.003},
researchr = {https://researchr.org/publication/WornerLZF15},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {241},
number = {1},
pages = {85-98},
}