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Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial - Foundations and Trends® in Optimization David B. Brown
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Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial - Foundations and Trends® in Optimization
David B. Brown
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.
108 pages
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 21, 2022 |
| ISBN13 | 9781680839623 |
| Publishers | now publishers Inc |
| Pages | 108 |
| Dimensions | 234 × 156 × 9 mm · 163 g |
| Language | English |