Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming |
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Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (English)
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23 March 2017
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stochastic optimal control
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bilinear model
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mixed integer linear programming
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discretization of probabilistic measure
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