Stochastic Lipschitz dynamic programming (Q2118094)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Lipschitz dynamic programming |
scientific article |
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Stochastic Lipschitz dynamic programming (English)
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22 March 2022
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stochastic optimization
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mixed integer optimization
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Lipschitz cuts
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augmented Lagrangian duality
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