Stochastic dual dynamic integer programming (Q2414913)

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Language	Label	Description	Also known as
English	Stochastic dual dynamic integer programming	scientific article

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scholarly article

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Stochastic dual dynamic integer programming (English)

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zbMATH Open document ID

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10.1007/s10107-018-1249-5

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Mathematical Programming. Series A. Series B

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publication date

17 May 2019

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

multistage stochastic integer programming

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binary state variables

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nested decomposition

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stochastic dual dynamic programming

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10107-018-1249-5

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Analysis of stochastic dual dynamic programming method

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Minimax and risk averse multistage stochastic programming

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Risk neutral and risk averse stochastic dual dynamic programming method

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