Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (Q5152472)
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scientific article; zbMATH DE number 7400477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems |
scientific article; zbMATH DE number 7400477 |
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Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (English)
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24 September 2021
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stochastic optimization
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SDDP
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inexact cuts for value functions
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inexact SDDP
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