Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic dynamic cutting plane for multistage stochastic convex programs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic dynamic cutting plane for multistage stochastic convex programs |
scientific article |
Statements
Stochastic dynamic cutting plane for multistage stochastic convex programs (English)
0 references
15 June 2021
0 references
stochastic programming
0 references
inexact cuts for value functions
0 references
SDDP
0 references
inexact SDDP
0 references
0 references
0 references
0 references
0 references
0 references
0.8588626384735107
0 references
0.8458213210105896
0 references
0.8338284492492676
0 references
0.8277888894081116
0 references
0.8265295028686523
0 references
