Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality (Q5110555)
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scientific article; zbMATH DE number 7202483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality |
scientific article; zbMATH DE number 7202483 |
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Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality (English)
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20 May 2020
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stochastic programming
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dynamic programming
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SDDP
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Fenchel conjugacy
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