Department of Economics and Business Economics

A Simulation-and-Regression Approach for Stochastic Dynamic Programs with Endogenous State Variable

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Michel Denault, HEC Montreal, Canada
  • Jean-Guy Simonato, HEC Montreal, Canada
  • Lars Stentoft
Computers & Operations Research 40 (11), 2760-2769
Original languageEnglish
JournalComputers & Operations Research
Volume40
Issue11
Pages (from-to)2760-2769
ISSN0305-0548
DOIs
Publication statusPublished - 2013

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