On the convergence of decomposition methods for multistage stochastic convex programs
P. Girardeau; V. Leclere; A. B. Philpott
| Year of publication: |
2015
|
|---|---|
| Authors: | Girardeau, P. ; Leclere, V. ; Philpott, A. B. |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 40.2015, 1, p. 130-145
|
| Subject: | stochastic programming | dynamic programming | stochastic dual dynamic programming algorithm | Monte-Carlo sampling | Benders decomposition | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Stichprobenerhebung | Sampling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010497627