Inexact cuts in stochastic dual dynamic programming applied to multistage stochastic nondifferentiable problems (Q5152472)
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scientific article; zbMATH DE number 7400477
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| English | Inexact cuts in stochastic dual dynamic programming applied to multistage stochastic nondifferentiable problems |
scientific article; zbMATH DE number 7400477 |
Statements
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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0.9139369130134584
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0.8458213210105896
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0.8257654309272766
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0.8251305818557739
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0.8190617561340332
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