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Relaxations of Weakly Coupled Stochastic Dynamic Programs

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Cited by:

  1. David B. Brown & James E. Smith, 2014. "Information Relaxations, Duality, and Convex Stochastic Dynamic Programs," Operations Research, INFORMS, vol. 62(6), pages 1394-1415, December.
  2. Amin Khademi & Denis R. Saure & Andrew J. Schaefer & Ronald S. Braithwaite & Mark S. Roberts, 2015. "The Price of Nonabandonment: HIV in Resource-Limited Settings," Manufacturing & Service Operations Management, INFORMS, vol. 17(4), pages 554-570, October.
  3. Marquinez, José Tomás & Sauré, Antoine & Cataldo, Alejandro & Ferrer, Juan-Carlos, 2021. "Identifying proactive ICU patient admission, transfer and diversion policies in a public-private hospital network," European Journal of Operational Research, Elsevier, vol. 295(1), pages 306-320.
  4. Santiago R. Balseiro & David B. Brown & Chen Chen, 2021. "Dynamic Pricing of Relocating Resources in Large Networks," Management Science, INFORMS, vol. 67(7), pages 4075-4094, July.
  5. David B. Brown & James E. Smith, 2013. "Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats," Operations Research, INFORMS, vol. 61(3), pages 644-665, June.
  6. José Niño-Mora, 2023. "Markovian Restless Bandits and Index Policies: A Review," Mathematics, MDPI, vol. 11(7), pages 1-27, March.
  7. Sumit Kunnumkal & Kalyan Talluri, 2016. "On a Piecewise-Linear Approximation for Network Revenue Management," Mathematics of Operations Research, INFORMS, vol. 41(1), pages 72-91, February.
  8. Santiago R. Balseiro & David B. Brown, 2019. "Approximations to Stochastic Dynamic Programs via Information Relaxation Duality," Operations Research, INFORMS, vol. 67(2), pages 577-597, March.
  9. David B. Brown & James E. Smith & Peng Sun, 2010. "Information Relaxations and Duality in Stochastic Dynamic Programs," Operations Research, INFORMS, vol. 58(4-part-1), pages 785-801, August.
  10. David B. Brown & James E. Smith, 2020. "Index Policies and Performance Bounds for Dynamic Selection Problems," Management Science, INFORMS, vol. 66(7), pages 3029-3050, July.
  11. Thomas W. M. Vossen & Dan Zhang, 2015. "Reductions of Approximate Linear Programs for Network Revenue Management," Operations Research, INFORMS, vol. 63(6), pages 1352-1371, December.
  12. Szewczyk, Tim M. & Lee, Tom & Ducey, Mark J. & Aiello-Lammens, Matthew E. & Bibaud, Hayley & Allen, Jenica M., 2019. "Local management in a regional context: Simulations with process-based species distribution models," Ecological Modelling, Elsevier, vol. 413(C).
  13. J. G. Dai & Pengyi Shi, 2019. "Inpatient Overflow: An Approximate Dynamic Programming Approach," Manufacturing & Service Operations Management, INFORMS, vol. 21(4), pages 894-911, October.
  14. Dragos Florin Ciocan & Velibor V. Mišić, 2022. "Interpretable Optimal Stopping," Management Science, INFORMS, vol. 68(3), pages 1616-1638, March.
  15. Mercedes Esteban-Bravo & Jose M. Vidal-Sanz & Gökhan Yildirim, 2014. "Valuing Customer Portfolios with Endogenous Mass and Direct Marketing Interventions Using a Stochastic Dynamic Programming Decomposition," Marketing Science, INFORMS, vol. 33(5), pages 621-640, September.
  16. Sumit Kunnumkal & Huseyin Topaloglu, 2010. "Computing Time-Dependent Bid Prices in Network Revenue Management Problems," Transportation Science, INFORMS, vol. 44(1), pages 38-62, February.
  17. Archis Ghate & Robert L. Smith, 2013. "A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes," Operations Research, INFORMS, vol. 61(2), pages 413-425, April.
  18. Deligiannis, Michalis & Liberopoulos, George, 2023. "Dynamic ordering and buyer selection policies when service affects future demand," Omega, Elsevier, vol. 118(C).
  19. Dimitrov, Nedialko B. & Dimitrov, Stanko & Chukova, Stefanka, 2014. "Robust decomposable Markov decision processes motivated by allocating school budgets," European Journal of Operational Research, Elsevier, vol. 239(1), pages 199-213.
  20. Dimitris Bertsimas & Velibor V. Mišić, 2016. "Decomposable Markov Decision Processes: A Fluid Optimization Approach," Operations Research, INFORMS, vol. 64(6), pages 1537-1555, December.
  21. Mila Nambiar & David Simchi‐Levi & He Wang, 2021. "Dynamic Inventory Allocation with Demand Learning for Seasonal Goods," Production and Operations Management, Production and Operations Management Society, vol. 30(3), pages 750-765, March.
  22. Jinsheng Chen & Jing Dong & Pengyi Shi, 2020. "A survey on skill-based routing with applications to service operations management," Queueing Systems: Theory and Applications, Springer, vol. 96(1), pages 53-82, October.
  23. Dan Zhang, 2011. "An Improved Dynamic Programming Decomposition Approach for Network Revenue Management," Manufacturing & Service Operations Management, INFORMS, vol. 13(1), pages 35-52, April.
  24. Thomas W.M. Vossen & Fan You & Dan Zhang, 2022. "Finite‐horizon approximate linear programs for capacity allocation over a rolling horizon," Production and Operations Management, Production and Operations Management Society, vol. 31(5), pages 2127-2142, May.
  25. Andre P. Calmon & Florin D. Ciocan & Gonzalo Romero, 2021. "Revenue Management with Repeated Customer Interactions," Management Science, INFORMS, vol. 67(5), pages 2944-2963, May.
  26. ElHafsi, Mohsen & Fang, Jianxin & Hamouda, Essia, 2020. "A novel decomposition-based method for solving general-product structure assemble-to-order systems," European Journal of Operational Research, Elsevier, vol. 286(1), pages 233-249.
  27. Jim G. Dai & Pengyi Shi, 2021. "Recent Modeling and Analytical Advances in Hospital Inpatient Flow Management," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1838-1862, June.
  28. David Sayah, 2015. "Approximate Linear Programming in Network Revenue Management with Multiple Modes," Working Papers 1518, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
  29. Ankur Goel & Genaro J. Gutierrez, 2011. "Multiechelon Procurement and Distribution Policies for Traded Commodities," Management Science, INFORMS, vol. 57(12), pages 2228-2244, December.
  30. Matthew S. Maxwell & Mateo Restrepo & Shane G. Henderson & Huseyin Topaloglu, 2010. "Approximate Dynamic Programming for Ambulance Redeployment," INFORMS Journal on Computing, INFORMS, vol. 22(2), pages 266-281, May.
  31. David B. Brown & Martin B. Haugh, 2017. "Information Relaxation Bounds for Infinite Horizon Markov Decision Processes," Operations Research, INFORMS, vol. 65(5), pages 1355-1379, October.
  32. Sauré, Antoine & Patrick, Jonathan & Tyldesley, Scott & Puterman, Martin L., 2012. "Dynamic multi-appointment patient scheduling for radiation therapy," European Journal of Operational Research, Elsevier, vol. 223(2), pages 573-584.
  33. David Bergman & Andre A. Cire, 2018. "Discrete Nonlinear Optimization by State-Space Decompositions," Management Science, INFORMS, vol. 64(10), pages 4700-4720, October.
  34. Ohlmann, Jeffrey W. & Bean, James C., 2009. "Resource-constrained management of heterogeneous assets with stochastic deterioration," European Journal of Operational Research, Elsevier, vol. 199(1), pages 198-208, November.
  35. Huseyin Topaloglu, 2009. "Using Lagrangian Relaxation to Compute Capacity-Dependent Bid Prices in Network Revenue Management," Operations Research, INFORMS, vol. 57(3), pages 637-649, June.
  36. Jérémie Gallien & Adam J. Mersereau & Andres Garro & Alberte Dapena Mora & Martín Nóvoa Vidal, 2015. "Initial Shipment Decisions for New Products at Zara," Operations Research, INFORMS, vol. 63(2), pages 269-286, April.
  37. Zahra Ghatrani & Archis Ghate, 2024. "Percentile optimization in multi-armed bandit problems," Annals of Operations Research, Springer, vol. 340(2), pages 837-862, September.
  38. Stefan Heinz & Jörg Rambau & Andreas Tuchscherer, 2014. "Computational bounds for elevator control policies by large scale linear programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 79(1), pages 87-117, February.
  39. Antoine Sauré & Jonathan Patrick & Martin L. Puterman, 2015. "Simulation-Based Approximate Policy Iteration with Generalized Logistic Functions," INFORMS Journal on Computing, INFORMS, vol. 27(3), pages 579-595, August.
  40. Abderrahmane Abbou & Viliam Makis, 2019. "Group Maintenance: A Restless Bandits Approach," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 719-731, October.
  41. Vishal Ahuja & John R. Birge, 2020. "An Approximation Approach for Response-Adaptive Clinical Trial Design," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 877-894, October.
  42. Daniel Adelman & Adam J. Mersereau, 2013. "Dynamic Capacity Allocation to Customers Who Remember Past Service," Management Science, INFORMS, vol. 59(3), pages 592-612, January.
  43. Turgay Ayer & Can Zhang & Anthony Bonifonte & Anne C. Spaulding & Jagpreet Chhatwal, 2019. "Prioritizing Hepatitis C Treatment in U.S. Prisons," Operations Research, INFORMS, vol. 67(3), pages 853-873, May.
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