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Information relaxations, duality, and convex stochastic dynamic programs
Brown, David B.; Smith, James E. - In: Operations research 62 (2014) 6, pp. 1394-1415
Persistent link: https://www.econbiz.de/10010471838
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Approximations to stochastic dynamic programs via information relaxation duality
Balseiro, Santiago R.; Brown, David B. - In: Operations research 67 (2019) 2, pp. 577-597
Persistent link: https://www.econbiz.de/10012022386
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Static routing in stochastic scheduling : performance guarantees and asymptotic optimality
Balseiro, Santiago R.; Brown, David B.; Chen, Chen - In: Operations research 66 (2018) 6, pp. 1641-1660
Persistent link: https://www.econbiz.de/10011971699
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Technical note: on the strength of relaxations of weakly coupled stochastic dynamic programs
Brown, David B.; Zhang, Jingwei - In: Operations research 71 (2023) 6, pp. 2374-2389
Persistent link: https://www.econbiz.de/10014445045
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Dynamic programs with shared resources and signals : dynamic fluid policies and asymptotic optimality
Brown, David B.; Zhang, Jingwei - In: Operations research 70 (2022) 5, pp. 3015-3033
Persistent link: https://www.econbiz.de/10014307157