Stochastic dual dynamic programming with stagewise-dependent objective uncertainty (Q2294526)
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scientific article; zbMATH DE number 7165980
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| default for all languages | No label defined |
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| English | Stochastic dual dynamic programming with stagewise-dependent objective uncertainty |
scientific article; zbMATH DE number 7165980 |
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Stochastic dual dynamic programming with stagewise-dependent objective uncertainty (English)
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11 February 2020
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stochastic programming
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dynamic programming
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decomposition
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multistage
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SDDP
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0.8629716038703918
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0.8277792930603027
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0.8276029825210571
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0.8149728178977966
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