Approximations to stochastic dynamic programs via information relaxation duality
Year of publication: |
2019
|
---|---|
Authors: | Balseiro, Santiago R. ; Brown, David B. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 2, p. 577-597
|
Subject: | dynamic programming | greedy heuristic policies | information relaxation duality | asymptotic optimality | stochastic knapsack problems | stochastic scheduling | sequential search problems | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Scheduling-Verfahren | Scheduling problem | Heuristik | Heuristics |
-
Static routing in stochastic scheduling : performance guarantees and asymptotic optimality
Balseiro, Santiago R., (2018)
-
Li, Haitao, (2015)
-
Glazebrook, K. D., (2014)
- More ...
-
Dynamic pricing of relocating resources in large networks
Balseiro, Santiago R., (2021)
-
Static routing in stochastic scheduling : performance guarantees and asymptotic optimality
Balseiro, Santiago R., (2018)
-
Repeated auctions with budgets in ad exchanges : approximations and design
Balseiro, Santiago R., (2015)
- More ...