Generalized Dynamic Programming for Stochastic Combinatorial Optimization

DOI10.1287/OPRE.37.5.819MaRDI QIDQ3468885zbMATH OpenOpenAlexFDO

Authors Robert L. Carraway, Thomas Morin, Herbert Moskowitz

Publication date 1989

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.37.5.819

zbMATH Keywords

random variablesmonotonicity assumptionstochastic traveling salesman

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Dynamic programming (90C39) Stochastic programming (90C15)

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• A cutting plane method for risk-constrained traveling salesman problem with random arc costs
• A traveling salesman problem with pickups and deliveries and stochastic travel times: an application from chemical shipping
• scientific article; zbMATH DE number 3923537 (Why is no real title available?)
• Single machine sequencing with nonlinear multicriteria cost functions: An application of generalized dynamic programming
• Extension of dynamic programming to nonseparable dynamic optimization problems
• A generalized variable neighborhood search heuristic for the capacitated vehicle routing problem with stochastic service times
• Approximate optimal order batch sizes in a parallel aisle warehouse
• Speeding up stochastic dynamic programming with zero-delay convolution
• Theory and applications of generalized dynamic programming: An overview

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