Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005)
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scientific article; zbMATH DE number 7359212
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| English | Stochastic dynamic cutting plane for multistage stochastic convex programs |
scientific article; zbMATH DE number 7359212 |
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Stochastic dynamic cutting plane for multistage stochastic convex programs (English)
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15 June 2021
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stochastic programming
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inexact cuts for value functions
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SDDP
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inexact SDDP
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0.8588626384735107
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0.8458213210105896
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0.8338284492492676
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0.8277888894081116
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0.8265295028686523
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