Pages that link to "Item:Q2218885"

The following pages link to Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885):

Displaying 7 items.

• Dual dynamic programming with cut selection: convergence proof and numerical experiments (Q1698882) (← links)
• Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005) (← links)
• Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q2051153) (← links)
• Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
• Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
• Trajectory following dynamic programming algorithms without finite support assumptions (Q6137271) (← links)
• A single cut proximal bundle method for stochastic convex composite optimization (Q6634524) (← links)