On the convergence of stochastic dual dynamic programming and related methods (Q1003494)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5522986
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the convergence of stochastic dual dynamic programming and related methods |
scientific article; zbMATH DE number 5522986 |
Statements
On the convergence of stochastic dual dynamic programming and related methods (English)
0 references
4 March 2009
0 references
multistage stochastic programming
0 references
Monte Carlo sampling
0 references
Benders decomposition
0 references
0 references
0 references
0 references
0.9019774198532104
0 references
0.8755946755409241
0 references
0.8730310797691345
0 references
0.8411242365837097
0 references