Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming (Q4979862)
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scientific article; zbMATH DE number 6305474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming |
scientific article; zbMATH DE number 6305474 |
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Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming (English)
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19 June 2014
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multistage stochastic programming
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sequential sampling
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stochastic decomposition
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approximate dynamic programming
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