Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality (Q5058058): Difference between revisions

Latest revision as of 00:29, 31 July 2024

scientific article; zbMATH DE number 7625932

Language	Label	Description	Also known as
English	Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality	scientific article; zbMATH DE number 7625932

Statements

instance of

scholarly article

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title

Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality (English)

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published in

Operations Research

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publication date

1 December 2022

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zbMATH Keywords

weakly coupled stochastic dynamic programs

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Lagrangian relaxations

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approximate dynamic programming

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capital budgeting

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inventory control

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/opre.2021.2181

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cites work

Relaxations of Weakly Coupled Stochastic Dynamic Programs

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Response-adaptive designs for clinical trials: simultaneous learning from multiple patients

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A Learning Approach for Interactive Marketing to a Customer Segment

0 references

Decomposable Markov Decision Processes: A Fluid Optimization Approach

0 references

Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs

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Dynamic Assortment with Demand Learning for Seasonal Consumer Goods

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Optimal Policies for Multiechelon Inventory Problems with Markov-Modulated Demand

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Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse

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Optimal Production and Inventory Policy for Multiple Products Under Resource Constraints

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Optimal Centralized Ordering Policies in Multi-Echelon Inventory Systems with Correlated Demands

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On the convergence of sampling-based decomposition algorithms for multistage stochastic programs

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Multi-stage stochastic optimization applied to energy planning

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On the convergence of stochastic dual dynamic programming and related methods

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Q4315289

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Learning to Optimize via Information-Directed Sampling

0 references

Analysis of stochastic dual dynamic programming method

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Inventory Control in a Fluctuating Demand Environment

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Using Lagrangian Relaxation to Compute Capacity-Dependent Bid Prices in Network Revenue Management

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On an index policy for restless bandits

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Q3815845

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An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits

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Identifiers

zbMATH Open document ID

1502.90087

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DOI

10.1287/opre.2021.2181

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5058058

@@ Property / cites work @@
+Relaxations of Weakly Coupled Stochastic Dynamic Programs
+Normal rank
@@ Property / cites work @@
+Response-adaptive designs for clinical trials: simultaneous learning from multiple patients
+Normal rank
@@ Property / cites work @@
+A Learning Approach for Interactive Marketing to a Customer Segment
+Normal rank
@@ Property / cites work @@
+Decomposable Markov Decision Processes: A Fluid Optimization Approach
+Normal rank
@@ Property / cites work @@
+Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Dynamic Assortment with Demand Learning for Seasonal Consumer Goods
+Normal rank
@@ Property / cites work @@
+Optimal Policies for Multiechelon Inventory Problems with Markov-Modulated Demand
+Normal rank
@@ Property / cites work @@
+Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
+Normal rank
@@ Property / cites work @@
+Optimal Production and Inventory Policy for Multiple Products Under Resource Constraints
+Normal rank
@@ Property / cites work @@
+Optimal Centralized Ordering Policies in Multi-Echelon Inventory Systems with Correlated Demands
+Normal rank
@@ Property / cites work @@
+On the convergence of sampling-based decomposition algorithms for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic optimization applied to energy planning
+Normal rank
@@ Property / cites work @@
+On the convergence of stochastic dual dynamic programming and related methods
+Normal rank
@@ Property / cites work @@
+Q4315289
@@ Property / cites work: Q4315289 / rank @@
+Normal rank
@@ Property / cites work @@
+Learning to Optimize via Information-Directed Sampling
+Normal rank
@@ Property / cites work @@
+Analysis of stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+Inventory Control in a Fluctuating Demand Environment
+Normal rank
@@ Property / cites work @@
+Using Lagrangian Relaxation to Compute Capacity-Dependent Bid Prices in Network Revenue Management
+Normal rank
@@ Property / cites work @@
+On an index policy for restless bandits
@@ Property / cites work: On an index policy for restless bandits / rank @@
+Normal rank
@@ Property / cites work @@
+Q3815845
@@ Property / cites work: Q3815845 / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits
+Normal rank