Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization (Q2097671)
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English | Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization |
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Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization (English)
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14 November 2022
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multistage stochastic programming
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MINLP
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SDDP
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complexity analysis
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