Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial - Foundations and Trends® in Optimization - David B. Brown - Books - now publishers Inc - 9781680839623 - March 21, 2022
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Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial - Foundations and Trends® in Optimization


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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.


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  

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