Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473)
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scientific article; zbMATH DE number 7400478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming |
scientific article; zbMATH DE number 7400478 |
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Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (English)
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24 September 2021
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multistage stochastic programming
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regularized cutting-plane methods
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stochastic decomposition
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sequential sampling
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