Periodical Multistage Stochastic Programs (Q5116550)
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scientific article; zbMATH DE number 7236500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodical Multistage Stochastic Programs |
scientific article; zbMATH DE number 7236500 |
Statements
Periodical Multistage Stochastic Programs (English)
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18 August 2020
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multistage programs
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decision rules
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dynamic programming
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Bellman equations
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SDDP algorithm
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fixed point theorem
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