scientific article; zbMATH DE number 7733446

zbMATH Open1522.90049MaRDI QIDQ6137271FDOQ6137271

Authors: Maël Forcier, Vincent Leclère 

Publication date: 1 September 2023

Full work available at URL: https://www.heldermann.de/JCA/JCA30/JCA303/jca30045.htm

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dualitymultistage stochastic programmingSDDP

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Dynamic programming (90C39) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15) Large-scale systems (93A15)

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Cited In (3)

• Title not available (Why is that?)
• Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems
• Exact Quantization of Multistage Stochastic Linear Problems

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