Dual bounds for periodical stochastic programs
Alexander Shapiro, Yi Cheng
| Year of publication: |
2023
|
|---|---|
| Authors: | Shapiro, Alexander ; Cheng, Yi |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 1, p. 120-128
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| Subject: | linear programming duality | dynamic programming | Optimization | Bellman equation | decision rules | multistage programs | SDDP algorithm | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014308404