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A mathematical programming approach to stochastic and dynamic optimization problems

Author

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  • Bertsimas, Dimitris.

Abstract

Includes bibliographical references (p. 46-50).

Suggested Citation

  • Bertsimas, Dimitris., 1994. "A mathematical programming approach to stochastic and dynamic optimization problems," Working papers 3668-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    • Handle: RePEc:mit:sloanp:2507
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    File URL: http://hdl.handle.net/1721.1/2507
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    Cited by:

    1. Bertsimas, Dimitris. & Niño-Mora, Jose., 1994. "Restless bandit, linear programming relaxations and a primal-dual heuristic," Working papers 3727-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.

    More about this item

    Keywords

    HD28 .M414 no.3668-; 94;

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