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  • Search: subject:"SDDP algorithm"
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Subject
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Dynamic programming 3 Dynamische Optimierung 3 Mathematical programming 3 Mathematische Optimierung 3 SDDP algorithm 3 Stochastic process 3 Stochastischer Prozess 3 Algorithm 2 Algorithmus 2 Theorie 2 Theory 2 Bellman equation 1 Conditional expectations 1 Control theory 1 Kontrolltheorie 1 Nonsmooth optimization 1 Optimal control 1 Optimization 1 Risk-averse 1 Stochastic programming 1 decision rules 1 dynamic programming 1 linear programming duality 1 multistage programs 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Cheng, Yi 2 Shapiro, Alexander 2 Ackooij, Wim van 1 Warin, Xavier 1
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EURO journal on computational optimization 1 Operations research 1 Operations research letters 1
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Dual bounds for periodical stochastic programs
Shapiro, Alexander; Cheng, Yi - In: Operations research 71 (2023) 1, pp. 120-128
Persistent link: https://www.econbiz.de/10014308404
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Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander; Cheng, Yi - In: Operations research letters 49 (2021) 5, pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
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On conditional cuts for stochastic dual dynamic programming
Ackooij, Wim van; Warin, Xavier - In: EURO journal on computational optimization 8 (2020) 2, pp. 173-199
Persistent link: https://www.econbiz.de/10012240037
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