Dual Bounds for Periodical Stochastic Programs (Q6202663)
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scientific article; zbMATH DE number 7809598
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dual Bounds for Periodical Stochastic Programs |
scientific article; zbMATH DE number 7809598 |
Statements
Dual Bounds for Periodical Stochastic Programs (English)
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26 February 2024
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optimization
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multistage programs
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dynamic programming
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Bellman equation
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linear programming duality
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SDDP algorithm
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decision rules
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0.8057997822761536
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0.7783652544021606
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0.7758420705795288
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0.7677678465843201
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0.7635816335678101
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