MIDAS: a mixed integer dynamic approximation scheme

DOI10.1007/S10107-019-01368-1zbMath1467.90027OpenAlexW2728535295MaRDI QIDQ2188240

F. Wahid, Andy B. Philpott, Joseph Frédéric Bonnans

Publication date: 10 June 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01401950/file/MIDAS.pdf

zbMATH Keywords

samplingstochastic programmingmixed integer programmingapproximate dynamic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

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