Technical note: on the strength of relaxations of weakly coupled stochastic dynamic programs
Year of publication: |
2023
|
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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. 71.2023, 6, p. 2374-2389
|
Subject: | approximate dynamic programming | Decision Analysis | Lagrangian relaxations | network revenue management | restless bandit problems | weakly coupled stochastic dynamic programs | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Revenue-Management | Revenue management |
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