Stochastic dual dynamic integer programming
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Publication:2414913
DOI10.1007/s10107-018-1249-5zbMath1412.90101OpenAlexW2790253573MaRDI QIDQ2414913
Jikai Zou, Shabbir Ahmed, X. Andy Sun
Publication date: 17 May 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1249-5
stochastic dual dynamic programmingnested decompositionmultistage stochastic integer programmingbinary state variables
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