Dual SDDP for risk-averse multistage stochastic programs (Q6106548)
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scientific article; zbMATH DE number 7705462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual SDDP for risk-averse multistage stochastic programs |
scientific article; zbMATH DE number 7705462 |
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Dual SDDP for risk-averse multistage stochastic programs (English)
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3 July 2023
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stochastic programming
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dynamic programming
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SDDP
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risk measures
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duality
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