Risk neutral and risk averse stochastic dual dynamic programming method (Q2253437)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk neutral and risk averse stochastic dual dynamic programming method |
scientific article |
Statements
Risk neutral and risk averse stochastic dual dynamic programming method (English)
0 references
27 July 2014
0 references
multistage stochastic programming
0 references
dynamic equations
0 references
stochastic dual dynamic programming
0 references
sample average approximation
0 references
risk averse
0 references
average value-at-risk
0 references
