Technical Note—On the Strength of Relaxations of Weakly Coupled Stochastic …
Many stochastic dynamic programs (DPs) have a weakly coupled structure in that a set of linking constraints in each period couples an otherwise independent collection of subproblems. Two widely stu…
Dynamic Programs with Shared Resources and Signals : Dynamic Fluid Policies a…
We consider a sequential decision problem involving shared resources and signals in which a decision maker repeatedly observes some exogenous information (the signal), modeled as a finite-state Mar…
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