Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse |
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Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (English)
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24 January 2022
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stochastic optimization
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multistage stochastic linear programs
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partition-based approach
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SDDP algorithm
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