On the convergence of stochastic dual dynamic programming and related methods (Q1003494): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:52, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the convergence of stochastic dual dynamic programming and related methods |
scientific article |
Statements
On the convergence of stochastic dual dynamic programming and related methods (English)
0 references
4 March 2009
0 references
multistage stochastic programming
0 references
Monte Carlo sampling
0 references
Benders decomposition
0 references