Inexact cuts in stochastic dual dynamic programming (Q5215519)
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scientific article; zbMATH DE number 7166156
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| English | Inexact cuts in stochastic dual dynamic programming |
scientific article; zbMATH DE number 7166156 |
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Inexact Cuts in Stochastic Dual Dynamic Programming (English)
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12 February 2020
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stochastic programming
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inexact cuts for value functions
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bounding epsilon-optimal dual solutions
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SDDP
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inexact SDDP
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0.9139369130134584
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0.8675267100334167
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0.8618500828742981
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0.8588626384735107
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0.8528540730476379
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