Technical Note—Preservation of Additive Convexity and Its Applications in Stochastic Optimization Problems

Autor:	Tong Wang, Xiting Gong
Rok vydání:	2021
Předmět:	Dynamic programming Mathematical optimization Expediting Markov chain Regular polygon Stochastic optimization Management Science and Operations Research Capacity management Value (mathematics) Convexity Computer Science Applications Mathematics
Zdroj:	Operations Research. 69:1015-1024
ISSN:	1526-5463 0030-364X
DOI:	10.1287/opre.2020.2064
Popis:	Preservation Results for Proving Additively Convex Value Functions for High-Dimensional Stochastic Optimization Problems
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0afa14079c39f41ad1174a0f726de7ae https://doi.org/10.1287/opre.2020.2064 Zobrazit plný text záznamu