Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339)

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scientific article; zbMATH DE number 6696826
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    Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
    scientific article; zbMATH DE number 6696826

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      Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (English)
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      23 March 2017
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      stochastic optimal control
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      bilinear model
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      mixed integer linear programming
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      discretization of probabilistic measure
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