Relaxations of weakly coupled stochastic dynamic programs

Operations Research

Volumn 56, Issue 3, 2008, Pages 712-727

  Adelman, Daniel ^a   Mersereau, Adam J ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

Discounted infinite horizon; Dynamic programming optimal control: Approximate dynamic programming; Lagrangian optimization; Linear programming: Column generation

Indexed keywords

ACTION SPACES; COUPLING CONSTRAINTS; DISCOUNTED INFINITE HORIZON; DYNAMIC PROGRAMMING/OPTIMAL CONTROL: APPROXIMATE DYNAMIC PROGRAMMING; LA-GRANGIAN RELAXATIONS; LAGRANGIAN OPTIMIZATION; NUMERICAL EXPERIMENTS; OPTIMAL PROBLEMS; OPTIMALITY; SEPARABLE VALUES; STOCHASTIC DYNAMIC PROGRAMMING; STOCHASTIC DYNAMIC PROGRAMS; SUB-PROBLEMS;

DECOMPOSITION; LAGRANGE MULTIPLIERS; LINEAR PROGRAMMING; LINEARIZATION; OPTIMIZATION; PARTICLE SIZE ANALYSIS; RANDOM PROCESSES; SUPPLY CHAIN MANAGEMENT; SYSTEMS ENGINEERING;

DYNAMIC PROGRAMMING;

EID: 52449132052     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1070.0445     Document Type: Article

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