Envelope theorems for multistage linear stochastic optimization (Q5031649)
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scientific article; zbMATH DE number 7474574
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| English | Envelope theorems for multistage linear stochastic optimization |
scientific article; zbMATH DE number 7474574 |
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Envelope Theorems for Multistage Linear Stochastic Optimization (English)
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16 February 2022
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algorithms
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stochastic programming
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optimization
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Markov decision processes
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sensitivity analysis
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stochastic dual dynamic programming
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semi-algebraic sets
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0.7492879033088684
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0.726504921913147
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0.7187318801879883
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0.7153818011283875
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0.7123950719833374
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