Improving the performance of stochastic dual dynamic programming
From MaRDI portal
Recommendations
- Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers
- Inexact cuts in stochastic dual dynamic programming
- Analysis of stochastic dual dynamic programming method
- Complexity of stochastic dual dynamic programming
- Stochastic dual dynamic programming applied to nonconvex hydrothermal models
Cites work
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A note on the selection of Benders' cuts
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Analysis of stochastic dual dynamic programming method
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
- Multi-stage stochastic optimization applied to energy planning
- On the convergence of stochastic dual dynamic programming and related methods
- Risk neutral and risk averse stochastic dual dynamic programming method
- Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures
Cited in
(23)- Correction to: ``Complexity of stochastic dual dynamic programming
- Optimizing vaccine distribution in developing countries under natural disaster risk
- Flexible supply meets flexible demand: prosumer impact on strategic hydro operations
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
- Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
- Distributionally robust SDDP
- Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
- Stochastic dynamic cutting plane for multistage stochastic convex programs
- A Policy Improvement Method in Constrained Stochastic Dynamic Programming
- Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers
- Parallel and distributed computing for stochastic dual dynamic programming
- Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
- A multi-stage stochastic optimization model of a pastoral dairy farm
- Exact converging bounds for stochastic dual dynamic programming via Fenchel duality
- Stochastic decomposition applied to large-scale hydro valleys management
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling
- Dual dynamic programming with cut selection: convergence proof and numerical experiments
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound
This page was built for publication: Improving the performance of stochastic dual dynamic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q492066)
