A nonconvex regularization scheme for the stochastic dual dynamic programming algorithm
Arnab Bhattacharya, Jeffrey P. Kharoufeh, Bo Zeng
| Year of publication: |
2023
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|---|---|
| Authors: | Bhattacharya, Arnab ; Kharoufeh, Jeffrey P. ; Zeng, Bo |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 5, p. 1161-1178
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| Subject: | nonconvex regularization | sampling-based decomposition | SDDP | stochastic programming | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2021.0255 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014423013