Parallel and distributed computing for stochastic dual dynamic programming (Q2155214): Difference between revisions

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+Asynchronous Lagrangian scenario decomposition
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+Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty
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+Q4001523
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+Julia: A Fresh Approach to Numerical Computing
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+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
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+Improving the performance of stochastic dual dynamic programming
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+<tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming
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+A multi-stage stochastic optimization model of a pastoral dairy farm
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+JuMP: A Modeling Language for Mathematical Optimization
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+Dual dynamic programming with cut selection: convergence proof and numerical experiments
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+Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
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+Modeling time-dependent randomness in stochastic dual dynamic programming
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+Gas storage valuation in incomplete markets
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+Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming
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+Multi-stage stochastic optimization applied to energy planning
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+Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
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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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+Analysis of stochastic dual dynamic programming method
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+Risk neutral and risk averse stochastic dual dynamic programming method
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+On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
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