Department of Economics and Business Economics

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

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A Simulation-and-Regression Approach for Stochastic Dynamic Programs with Endogenous State Variable. / Denault, Michel ; Simonato, Jean-Guy; Stentoft, Lars.

In: Computers & Operations Research, Vol. 40, No. 11, 2013, p. 2760-2769.

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

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Author

Denault, Michel ; Simonato, Jean-Guy ; Stentoft, Lars. / A Simulation-and-Regression Approach for Stochastic Dynamic Programs with Endogenous State Variable. In: Computers & Operations Research. 2013 ; Vol. 40, No. 11. pp. 2760-2769.

Bibtex

@article{fd01b2591b084477b1aac11e8f7769b9,
title = "A Simulation-and-Regression Approach for Stochastic Dynamic Programs with Endogenous State Variable",
abstract = "Computers & Operations Research 40 (11), 2760-2769",
author = "Michel Denault and Jean-Guy Simonato and Lars Stentoft",
year = "2013",
doi = "10.1016/j.cor.2013.04.008",
language = "English",
volume = "40",
pages = "2760--2769",
journal = "Computers & Operations Research",
issn = "0305-0548",
publisher = "Pergamon Press",
number = "11",

}

RIS

TY - JOUR

T1 - A Simulation-and-Regression Approach for Stochastic Dynamic Programs with Endogenous State Variable

AU - Denault, Michel

AU - Simonato, Jean-Guy

AU - Stentoft, Lars

PY - 2013

Y1 - 2013

N2 - Computers & Operations Research 40 (11), 2760-2769

AB - Computers & Operations Research 40 (11), 2760-2769

U2 - 10.1016/j.cor.2013.04.008

DO - 10.1016/j.cor.2013.04.008

M3 - Journal article

VL - 40

SP - 2760

EP - 2769

JO - Computers & Operations Research

JF - Computers & Operations Research

SN - 0305-0548

IS - 11

ER -