Approximations to stochastic dynamic programs via information relaxation duality
Santiago R. Balseiro, David B. Brown
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | dynamic programming | greedy heuristic policies | information relaxation duality | asymptotic optimality | stochastic knapsack problems | stochastic scheduling | sequential search problems | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Scheduling-Verfahren | Scheduling problem | Heuristik | Heuristics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2018.1782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022386