Information Relaxations and Duality in Stochastic Dynamic Programs
Published Online:9 Apr 2010https://doi.org/10.1287/opre.1090.0796
Supplemental Material
opre.1090.0796-sm-ec.pdf (527 KB)
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Volume 58, Issue 4-part-1
July-August 2010
Pages iii-1033
Article Information
Supplemental Material
Metrics
Information
- Received:November 01, 2007
- Accepted:October 01, 2009
- Published Online:April 09, 2010
Copyright © 2010, INFORMS
Cite as
David B. Brown, James E. Smith, Peng Sun, (2010) Information Relaxations and Duality in Stochastic Dynamic Programs. Operations Research 58(4-part-1):785-801.
https://doi.org/10.1287/opre.1090.0796
Keywords
