Reductions of non-separable approximate linear programs for network revenue management

HIGHLIGHTS

• who: Simon Laumer from the University ofDepartment of Business Administration, University of Zurich, Zurich , Switzerland have published the research: Reductions of non-separable approximate linear programs for network revenue management, in the Journal: (JOURNAL) of January/27,/2023
• what: The theory the authors develop demonstrates how the interpretation of dual variables as state-action probabilities can be applied to reduce exponentially large linear programs via variable aggregation. The authors propose a very general non-separable approximation, where the number and size of nonseparable subnetworks can be chosen arbitrarily. The authors show that the reduction can . . .
  

   

  

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