Stochastic Lipschitz dynamic programming (Q2118094)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Lipschitz dynamic programming |
scientific article |
Statements
Stochastic Lipschitz dynamic programming (English)
0 references
22 March 2022
0 references
stochastic optimization
0 references
mixed integer optimization
0 references
Lipschitz cuts
0 references
augmented Lagrangian duality
0 references
0 references
0 references
0 references
0 references
0 references
