On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs (Q5245018)
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scientific article; zbMATH DE number 6422223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs |
scientific article; zbMATH DE number 6422223 |
Statements
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs (English)
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1 April 2015
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stochastic programming
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dynamic programming
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stochastic dual dynamic programming algorithm
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Monte-Carlo sampling
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Benders decomposition
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