Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (Q5152472): Difference between revisions

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scientific article; zbMATH DE number 7400477
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Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems
scientific article; zbMATH DE number 7400477

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    Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (English)
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    24 September 2021
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    stochastic optimization
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    SDDP
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    inexact cuts for value functions
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    inexact SDDP
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