Dynamic programs with shared resources and signals : dynamic fluid policies and asymptotic optimality
Year of publication: |
2022
|
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Authors: | Brown, David B. ; Zhang, Jingwei |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 5, p. 3015-3033
|
Subject: | approximate dynamic programming | capital budgeting | inventory control | Lagrangian relaxations | Stochastic Models | weakly coupled stochastic dynamic programs | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Lagerhaltungsmodell | Inventory model |
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