Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649)
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scientific article; zbMATH DE number 7474574
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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