Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Restorative Justice and Political Forgiveness: A Comparative Study of Truth and Reconciliation Commissions

This research project involves a comparative, cross-national study of truth and reconciliation commissions (TRCs) in countries around the world that have used these extra-judicial institutions to pursue justice and promote national reconciliation during periods of democratic transition or following a civil conflict marked by intense violence and severe human rights abuses. An important objective of truth and reconciliation commissions involves instituting measures to address serious human rights abuses that have occurred as a result of discrimination, ethnocentrism and racism. In recent years, rather than solely utilizing traditional methods of conflict resolution and criminal prosecution, transitional governments have established truth and reconciliation commissions as part of efforts to foster psychological, social and political healing.

The primary objective of this research project is to determine why there has been a proliferation of truth and reconciliation commissions around the world in recent decades, and assess whether the perceived effectiveness of these commissions is real and substantial. In this work, using a multi-method approach that involves quantitative and qualitative analysis, I consider the institutional design and structural composition of truth and reconciliation commissions, as well as the roles that these commissions play in the democratic transformation of nations with a history of civil conflict and human rights violations.

In addition to a focus on institutional design of truth and reconciliation commissions, I use a group identity framework that is grounded in social identity theory to examine the historical background and sociopolitical context in which truth commissions have been adopted in countries around the world. This group identity framework serves as an invaluable lens through which questions related to truth and reconciliation commissions and other transitional justice mechanisms can be explored. I also present a unique theoretical framework, the reconciliatory democratization paradigm, that is especially useful for examining the complex interactions between the various political elements that directly affect the processes of democratic consolidation and reconciliation in countries in which truth and reconciliation commissions have been established. Finally, I tackle the question of whether successor regimes that institute truth and reconciliation commissions can effectively address the human rights violations that occurred in the past, and prevent the recurrence of these abuses.