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

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Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial - Brown, David B, and Smith, James E
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Written in a tutorial style, the authors summarize the key ideas of information relaxation methods for stochastic DPs and demonstrate their use in several examples. They provide a "one-stop-shop" for researchers seeking to learn the key ideas and tools for using information relaxation methods.

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Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial 2022, Now Publishers, Norwell, MA

ISBN-13: 9781680839623

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