scholarly journals The Linear Programming Approach to Approximate Dynamic Programming

2003 ◽  
Vol 51 (6) ◽  
pp. 850-865 ◽  
Author(s):  
D. P. de Farias ◽  
B. Van Roy
Keyword(s):  
Dynamic Programming ◽  
Linear Programming ◽  
Approximate Dynamic Programming ◽  
Programming Approach ◽  
Linear Programming Approach

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
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