On the convergence of stochastic dual dynamic programming and related methods (Q1003494): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1996934332 / rank | |||
Normal rank | |||
Revision as of 00:05, 20 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
