Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560): Difference between revisions

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Latest revision as of 16:36, 1 August 2024

scientific article; zbMATH DE number 7709202
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English
Duality and sensitivity analysis of multistage linear stochastic programs
scientific article; zbMATH DE number 7709202

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    Duality and sensitivity analysis of multistage linear stochastic programs (English)
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    10 July 2023
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    stochastic optimization
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    sensitivity analysis
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    SDDP
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    dual SDDP
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    relatively complete recourse
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