Information Relaxations and Duality in Stochastic Dynamic Programs (Q3098274): Difference between revisions
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scientific article
Language | Label | Description | Also known as |
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English | Information Relaxations and Duality in Stochastic Dynamic Programs |
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Information Relaxations and Duality in Stochastic Dynamic Programs (English)
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17 November 2011
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dynamic programming
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duality
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inventory control
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option pricing
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