Information relaxations and duality in stochastic dynamic programs (Q3098274)
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scientific article; zbMATH DE number 5973522
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| English | Information relaxations and duality in stochastic dynamic programs |
scientific article; zbMATH DE number 5973522 |
Statements
Information Relaxations and Duality in Stochastic Dynamic Programs (English)
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17 November 2011
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dynamic programming
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duality
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inventory control
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option pricing
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0.8774808049201965
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0.8404751420021057
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0.8155632615089417
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0.7890746593475342
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0.787307858467102
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