Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463)
From MaRDI portal
scientific article; zbMATH DE number 6855322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty |
scientific article; zbMATH DE number 6855322 |
Statements
Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (English)
0 references
3 April 2018
0 references
multistage stochastic optimization
0 references
quadratic regularization
0 references
nested decomposition
0 references
stochastic dual dynamic programming
0 references
0 references
0 references
0 references
0 references
0 references
