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

DOI10.1287/OPRE.2022.2287MaRDI QIDQ6196767zbMATH OpenOpenAlexFDO

Authors

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 relaxationsnetwork revenue managemenrestless bandit problemsweakly coupled stochastic dynamic programs

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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(2)

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