Information Relaxations and Duality in Stochastic Dynamic Programs (Q3098274)

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Information Relaxations and Duality in Stochastic Dynamic Programs
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    title
    Information Relaxations and Duality in Stochastic Dynamic Programs (English)
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    author
    David B. Brown
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    James E. Smith
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    Peng Sun
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    publication date
    17 November 2011
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    Mathematics Subject Classification ID
    90C15
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    90C39
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    91G20
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    zbMATH DE Number
    5973522
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    zbMATH Keywords
    dynamic programming
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    duality
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    inventory control
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    option pricing
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    OpenAlex ID
    W2151786492
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