Inexact Cuts in Stochastic Dual Dynamic Programming (Q5215519)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inexact Cuts in Stochastic Dual Dynamic Programming |
scientific article; zbMATH DE number 7166156
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inexact Cuts in Stochastic Dual Dynamic Programming |
scientific article; zbMATH DE number 7166156 |
Statements
Inexact Cuts in Stochastic Dual Dynamic Programming (English)
0 references
12 February 2020
0 references
stochastic programming
0 references
inexact cuts for value functions
0 references
bounding epsilon-optimal dual solutions
0 references
SDDP
0 references
inexact SDDP
0 references
0 references
0 references
0 references
