Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463)
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scientific article; zbMATH DE number 6855322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty |
scientific article; zbMATH DE number 6855322 |
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Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (English)
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3 April 2018
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multistage stochastic optimization
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quadratic regularization
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nested decomposition
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stochastic dual dynamic programming
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