Information Relaxations and Duality in Stochastic Dynamic Programs : A Review and Tutorial
now publishers Inc
$131.74
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