Fixed-Dimensional Stochastic Dynamic Programs: An Approximation Scheme and an Inventory Application
From MaRDI portal
Publication:5166300
DOI10.1287/opre.2013.1239zbMath1291.90149OpenAlexW2062955801MaRDI QIDQ5166300
Wei Chen, Ganesh Janakiraman, Milind W. Dawande
Publication date: 26 June 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e4ceed69fbfe82152042d8433d33922f14a5aa8f
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39)
Related Items (4)
Asymptotic Optimality of Constant-Order Policies for Lost Sales Inventory Models with Large Lead Times ⋮ Optimality Gap of Constant-Order Policies Decays Exponentially in the Lead Time for Lost Sales Models ⋮ Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States ⋮ Approximating convex functions via non-convex oracles under the relative noise model
This page was built for publication: Fixed-Dimensional Stochastic Dynamic Programs: An Approximation Scheme and an Inventory Application
