Stochastic dual dynamic integer programming (Q2414913)

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Stochastic dual dynamic integer programming
scientific article

    Statements

    title
    Stochastic dual dynamic integer programming (English)
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    author
    Jikai Zou
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    Shabbir Ahmed
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    publication date
    17 May 2019
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    zbMATH Keywords
    multistage stochastic integer programming
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    binary state variables
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    nested decomposition
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    stochastic dual dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    90C11
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    90C39
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    zbMATH DE Number
    7056581
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