Information Relaxations And Duality In Stochastic Dynamic Programs

A Review And Tutorial

by David B. Brown e James E. Smith
language: english
Publisher: NOW PUBLISHERS INC, March of 2022 ‧
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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.

Information Relaxations And Duality In Stochastic Dynamic Programs

A Review And Tutorial

by David B. Brown e James E. Smith

Property Description
ISBN: 9781680839623
Publisher: NOW PUBLISHERS INC
Release Date: March of 2022
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 108
Format: Book
Collection: Foundations And Trends (R) In Marketing
Categories: Books in English > Engineering > General Engineering
Books in English > Engineering > Electricity and Energy
Books in English > Others
EAN: 9781680839623