Technical Note—On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs (Q6196767)

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scientific article; zbMATH DE number 7819195
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Technical Note—On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs
scientific article; zbMATH DE number 7819195

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    Technical Note—On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs (English)
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    15 March 2024
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    weakly coupled stochastic dynamic programs
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    Lagrangian relaxations
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    approximate dynamic programming
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    restless bandit problems
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    network revenue managemen
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