Information Relaxations and Duality in Stochastic Dynamic Programs : A Review and Tutorial

now publishers Inc
SKU:
9781680839623
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UPC:
9781680839623
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Reviews the information relaxation approach which works by reducing a complex stochastic Dynamic Programming to a series of scenario-specific deterministic optimization problems solved within a Monte Carlo simulation.


  • | : David B. Brown, James E. Smith
  • | Publisher: now publishers Inc
  • | Publication Date: Mar 21, 2022
  • | Country of Publication: United States
  • | Number of Pages: 108 pages
  • | Language: Unknown
  • | Binding: Paperback / softback
  • | ISBN-10: 1680839624
  • | ISBN-13: 9781680839623
Author:
David B. Brown, James E. Smith
Publisher:
now publishers Inc
Publication Date:
Mar 21, 2022
Country of Publication:
United States
Language:
Unknown
Number of pages:
108 pages
Binding:
Paperback / softback
ISBN-10:
1680839624
ISBN-13:
9781680839623