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

DOI10.1287/opre.2022.2287OpenAlexW4281779941MaRDI QIDQ6196767

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Publication date: 15 March 2024

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

Full work available at URL: https://doi.org/10.1287/opre.2022.2287

zbMATH Keywords

approximate dynamic programmingLagrangian relaxationsweakly coupled stochastic dynamic programsnetwork revenue managemenrestless bandit problems

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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