Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming (Q4979862): Difference between revisions

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Latest revision as of 23:54, 19 March 2024

scientific article; zbMATH DE number 6305474
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English
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
scientific article; zbMATH DE number 6305474

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    Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming (English)
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    19 June 2014
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    multistage stochastic programming
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    sequential sampling
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    stochastic decomposition
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    approximate dynamic programming
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