Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
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Publication:5126622
DOI10.1287/opre.2018.1782zbMath1455.90143OpenAlexW2611766878MaRDI QIDQ5126622
Santiago R. Balseiro, David B. Brown
Publication date: 20 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2c6c1381cad2e5acafa9ef029a4b9033de0e4899
dynamic programmingstochastic schedulingasymptotic optimalitystochastic knapsack problemsgreedy heuristic policiesinformation relaxation dualitysequential search problems
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