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Browsing by Duke-affiliated Author "Sun, Peng"

DukeSpace

Browsing by Duke-affiliated Author "Sun, Peng"

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  • Brown, Prof David; Smith, James; Sun, Prof Peng (INFORMS, 2010)
    We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require ...