Information Relaxations and Duality in Stochastic Dynamic Programs (Q3098274): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2151786492 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 02:21, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information Relaxations and Duality in Stochastic Dynamic Programs |
scientific article |
Statements
Information Relaxations and Duality in Stochastic Dynamic Programs (English)
0 references
17 November 2011
0 references
dynamic programming
0 references
duality
0 references
inventory control
0 references
option pricing
0 references
