Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dynamic cutting plane for multistage stochastic convex programs |
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Stochastic dynamic cutting plane for multistage stochastic convex programs (English)
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15 June 2021
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stochastic programming
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inexact cuts for value functions
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SDDP
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inexact SDDP
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