Pages that link to "Item:Q2941432"
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The following pages link to Information Relaxations, Duality, and Convex Stochastic Dynamic Programs (Q2941432):
Displayed 10 items.
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
- A Subgradient Method Based on Gradient Sampling for Solving Convex Optimization Problems (Q2795104) (← links)
- Merchant Commodity Storage Practice Revisited (Q2795873) (← links)
- Tax-Aware Dynamic Asset Allocation (Q2830762) (← links)
- Technical Note—Product-Based Approximate Linear Programs for Network Revenue Management (Q5058047) (← links)
- Dynamic Learning and Decision Making via Basis Weight Vectors (Q5095179) (← links)
- Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622) (← links)
- An Approximation Algorithm for Network Revenue Management Under Nonstationary Arrivals (Q5130511) (← links)
- Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds (Q5144789) (← links)