Dual Bounds for Periodical Stochastic Programs

DOI10.1287/opre.2021.2245OpenAlexW4205429271MaRDI QIDQ6202663

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Publication date: 26 February 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2021.2245

zbMATH Keywords

optimizationdecision rulesdynamic programmingBellman equationlinear programming dualitymultistage programsSDDP algorithm

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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