Large-scale financial planning via a partially observable stochastic dual dynamic programming framework (Q6053114)
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scientific article; zbMATH DE number 7742089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-scale financial planning via a partially observable stochastic dual dynamic programming framework |
scientific article; zbMATH DE number 7742089 |
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Large-scale financial planning via a partially observable stochastic dual dynamic programming framework (English)
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25 September 2023
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financial planning
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large-scale optimization
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multi-stage stochastic programming
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stochastic dual dynamic programming
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partially observable Markov states
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