Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q2051153)
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scientific article; zbMATH DE number 7432763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments |
scientific article; zbMATH DE number 7432763 |
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Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (English)
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24 November 2021
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stochastic programming
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stochastic dual dynamic programming
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multicut decomposition algorithm
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portfolio selection
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