Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560)
From MaRDI portal
scientific article; zbMATH DE number 7709202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality and sensitivity analysis of multistage linear stochastic programs |
scientific article; zbMATH DE number 7709202 |
Statements
Duality and sensitivity analysis of multistage linear stochastic programs (English)
0 references
10 July 2023
0 references
stochastic optimization
0 references
sensitivity analysis
0 references
SDDP
0 references
dual SDDP
0 references
relatively complete recourse
0 references
0 references
0 references
0 references
0 references
0 references
