Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality
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Publication:5058058
DOI10.1287/opre.2021.2181zbMath1502.90087OpenAlexW4225368106MaRDI QIDQ5058058
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Publication date: 1 December 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2021.2181
inventory controlapproximate dynamic programmingcapital budgetingLagrangian relaxationsweakly coupled stochastic dynamic programs
Management decision making, including multiple objectives (90B50) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)
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