SDDP.jl : a Julia package for stochastic dual dynamic programming
Oscar Dowson, Lea Kapelevich
| Year of publication: |
2021
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|---|---|
| Authors: | Dowson, Oscar ; Kapelevich, Lea |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 1, p. 27-33
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| Subject: | Julia | JuMP | stochastic dual dynamic programming | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2020.0987 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496342