Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs (Q2834560)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6655323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs |
scientific article; zbMATH DE number 6655323 |
Statements
23 November 2016
0 references
stochastic programming
0 references
risk-averse optimization
0 references
decomposition algorithms
0 references
Monte Carlo sampling
0 references
relatively complete recourse
0 references
SDDP
0 references
0 references
0 references
0 references
0 references
0 references
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs (English)
0 references
0.8916941285133362
0 references
0.8574177622795105
0 references
0.8518465757369995
0 references
0.8513627648353577
0 references
0.8279702663421631
0 references
