Inexact Cuts in Stochastic Dual Dynamic Programming (Q5215519)
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scientific article; zbMATH DE number 7166156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inexact Cuts in Stochastic Dual Dynamic Programming |
scientific article; zbMATH DE number 7166156 |
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Inexact Cuts in Stochastic Dual Dynamic Programming (English)
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12 February 2020
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stochastic programming
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inexact cuts for value functions
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bounding epsilon-optimal dual solutions
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SDDP
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inexact SDDP
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