Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560)
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scientific article; zbMATH DE number 7709202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality and sensitivity analysis of multistage linear stochastic programs |
scientific article; zbMATH DE number 7709202 |
Statements
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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