Essays in information relaxations and scenario analysis for partially observable settings
This dissertation consists of three main essays in which we study important problems in engineering and finance. In the first part of this dissertation, we study the use of Information Relaxations to obtain dual bounds in the context of Partially Observable Markov Decision Processes (POMDPs)....
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| Language: | English |
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2019
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| Online Access: | https://doi.org/10.7916/d8-mwkk-mr35 |