Dual Bounds for Periodical Stochastic Programs (Q6202663)
From MaRDI portal
scientific article; zbMATH DE number 7809598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual Bounds for Periodical Stochastic Programs |
scientific article; zbMATH DE number 7809598 |
Statements
Dual Bounds for Periodical Stochastic Programs (English)
0 references
26 February 2024
0 references
optimization
0 references
multistage programs
0 references
dynamic programming
0 references
Bellman equation
0 references
linear programming duality
0 references
SDDP algorithm
0 references
decision rules
0 references
