Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs
Year of publication: |
2020
|
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Authors: | Chen, Nan |
Other Persons: | Ma, Xiang (contributor) ; Liu, Yanchu (contributor) ; Yu, Wei (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Algorithmus | Algorithm |
Extent: | 1 Online-Ressource (66 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 9, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3416994 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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