Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622): Difference between revisions

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Revision as of 20:16, 23 July 2024

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

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    Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (English)
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    20 October 2020
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    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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