Jingwei Zhang

Duke University - Decision Sciences

Durham, NC 27708-0120

United States

SCHOLARLY PAPERS

2

DOWNLOADS

309

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality

Number of pages: 73 Posted: 17 Dec 2020 Last Revised: 29 Jul 2021
David B. Brown and Jingwei Zhang
Duke University - Decision Sciences and Duke University - Decision Sciences
Downloads 171 (236,429)
Citation 1

Abstract:

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Weakly coupled stochastic dynamic programs, Lagrangian relaxations, approximate dynamic programming, capital budgeting, inventory control.

2.

On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs

Number of pages: 46 Posted: 23 May 2021 Last Revised: 07 Feb 2022
David B. Brown and Jingwei Zhang
Duke University - Decision Sciences and Duke University - Decision Sciences
Downloads 138 (281,448)

Abstract:

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Weakly coupled stochastic dynamic programs, approximate dynamic programming, Lagrangian relaxations, restless bandits, network revenue management