Information relaxation bounds for infinite horizon Markov decision processes

DOI10.1287/OPRE.2017.1631zbMATH Open1384.90117OpenAlexW2739765463MaRDI QIDQ4598650FDOQ4598650

Authors: David B. Brown, Martin B. Haugh 

Publication date: 15 December 2017

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4148245bdc9ddf33078b2d0a4c26d82b1a807532

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zbMATH Keywords

inventory controlmulticlass queuesLagrangian relaxationsinformation relaxationsinfinite horizon dynamic programs

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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• Information relaxations and duality in stochastic dynamic programs

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