Dynamic programming and dimensionality in convex stochastic optimization and control

DOI10.1007/S11590-025-02230-4MaRDI QIDQ7289072zbMATH OpenFDO

Authors Teemu Pennanen, Ari-Pekka Perkkiö

Publication date 2 July 2026

Published in Optimization Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11590-025-02230-4

Mathematics Subject Classification ID

Convex programming (90C25) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites work

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• Measurable Selection and Dynamic Programming
• Modeling time-dependent randomness in stochastic dual dynamic programming
• Multi-stage stochastic optimization applied to energy planning
• The policy graph decomposition of multistage stochastic programming problems
• Variational Analysis

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