Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
Published Online:21 Mar 2019https://doi.org/10.1287/opre.2018.1782
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Volume 67, Issue 2
March-April 2019
Pages ii-iv, 295-597
Article Information
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- Received:January 18, 2016
- Accepted:May 21, 2018
- Published Online:March 21, 2019
Copyright © 2019, INFORMS
Cite as
Santiago R. Balseiro, David B. Brown (2019) Approximations to Stochastic Dynamic Programs via Information Relaxation Duality. Operations Research 67(2):577-597.
https://doi.org/10.1287/opre.2018.1782
Keywords
