Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
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Publication:2097671
DOI10.1007/s10107-022-01875-8zbMath1506.90185arXiv1912.13278OpenAlexW2996830458WikidataQ114228409 ScholiaQ114228409MaRDI QIDQ2097671
Publication date: 14 November 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.13278
Mixed integer programming (90C11) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Stochastic programming (90C15) Dynamic programming (90C39) Duality theory (optimization) (49N15)
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