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Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622)

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scientific article; zbMATH DE number 7262447
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Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
scientific article; zbMATH DE number 7262447

    Statements

    title
    Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (English)
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    author
    Santiago R. Balseiro
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    David B. Brown
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    publication date
    20 October 2020
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    zbMATH DE Number
    7262447
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    zbMATH Keywords
    dynamic programming
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    greedy heuristic policies
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    information relaxation duality
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    asymptotic optimality
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    stochastic knapsack problems
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    stochastic scheduling
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    sequential search problems
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    OpenAlex ID
    W2611766878
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    cites work
    Q4223058
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    Q3579386
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    Q4057976
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    Q3993418
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    Scheduling
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    Q4315289
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