Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs
Year of publication: |
2020
|
---|---|
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 |
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