Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
Year of publication: |
2020
|
---|---|
Authors: | Downward, Anthony ; Dowson, Oscar ; Baucke, Regan |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 1, p. 33-39
|
Subject: | Decomposition | Dynamic programming | Multistage | SDDP | Stochastic programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung |
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