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Researchers at UCLA and UC Riverside have demonstrated a new approach that overcomes these hurdles to solve some of the most ...
Dan Zhang, Daniel Adelman, An Approximate Dynamic Programming Approach to Network Revenue Management with Customer Choice, Transportation Science, Vol. 43, No. 3 (August 2009), pp. 381-394 ...
In this paper, we investigate possible approaches to study general time-inconsistent optimization problems without assuming the existence of optimal strategy. This leads immediately to the need to ...