<tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming (Q4995052): Difference between revisions

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+Coherent Measures of Risk
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+Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty
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+Julia: A Fresh Approach to Numerical Computing
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+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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+The Linear Programming Approach to Approximate Dynamic Programming
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+Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
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+JuMP: A Modeling Language for Mathematical Optimization
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+On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs
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+Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs
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+Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach
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+Multi-stage stochastic optimization applied to energy planning
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+On the convergence of stochastic dual dynamic programming and related methods
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+Distributionally robust SDDP
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+Approximate Dynamic Programming
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+Analysis of stochastic dual dynamic programming method
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+Stochastic dual dynamic integer programming
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