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

Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial Brown David B. ,Smith James E. Wydawca: now publishers Inc Data wydania: 2022 ISBN: 9781680839623 Liczba stron: 108 Format: 156 x 234 x 9 Rodzaj oprawy: Paperback / softback Opis produktu: 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.