Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820)
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scientific article; zbMATH DE number 6981602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling time-dependent randomness in stochastic dual dynamic programming |
scientific article; zbMATH DE number 6981602 |
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Modeling time-dependent randomness in stochastic dual dynamic programming (English)
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19 November 2018
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stochastic programming
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dynamic programming
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Markov decision process
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coherent risk measures
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0.89206076
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0.8824713
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0.8779453
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0.8774797
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0.87392294
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