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
In case cover and title do not match, the title is correct

David B. Brown
Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial - Foundations and Trends® in Optimization

Get an email once the item is available
Do you have a profile? Log in

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

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  

More by David B. Brown

Show all

Mere med samme udgiver

See all of David B. Brown ( e.g. Paperback Book )