Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming.

Sen Na Mihai Anitescu

Published in: SIAM J. Optim. (2020)

Keyphrases

sensitivity analysis
dynamic programming
exponential decay
managerial insights
influence diagrams
variational inequalities
sliding window
decision variables
state space
linear programming
knapsack problem
coarse to fine
probabilistic inference
spherical harmonics