Information Relaxations and Duality in Stochastic Dynamic Programs (Q3098274)

From MaRDI portal
Revision as of 21:49, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Information Relaxations and Duality in Stochastic Dynamic Programs
scientific article

    Statements

    title
    Information Relaxations and Duality in Stochastic Dynamic Programs (English)
    0 references
    author
    David B. Brown
    0 references
    James E. Smith
    0 references
    Peng Sun
    0 references
    publication date
    17 November 2011
    0 references
    zbMATH Keywords
    dynamic programming
    0 references
    duality
    0 references
    inventory control
    0 references
    option pricing
    0 references

    Identifiers

    Mathematics Subject Classification ID
    90C15
    0 references
    90C39
    0 references
    91G20
    0 references
    zbMATH DE Number
    5973522
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3098274&oldid=16161979"
    Powered by MediaWiki