Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
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Publication:4979862
DOI10.1137/120864854zbMath1291.90153OpenAlexW2164768462MaRDI QIDQ4979862
Publication date: 19 June 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e1409dda15802034b55a471c7dff244631370d1f
multistage stochastic programmingsequential samplingstochastic decompositionapproximate dynamic programming
Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Dynamic programming (90C39)
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