Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q6314237)
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scientific article; zbMATH DE number 7432763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments |
scientific article; zbMATH DE number 7432763 |
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14 February 2019
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math.OC
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