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Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments - MaRDI portal

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Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q6314237)

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scientific article
Language Label Description Also known as
English
Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
scientific article

    Statements

    publication date
    14 February 2019
    0 references
    arXiv classification
    math.OC
    0 references
    author
    Michelle Bandarra
    0 references
    Vincent Guigues
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    Identifiers

    arXiv ID
    1902.06757
    0 references
    Mathematics Subject Classification ID
    90Bxx
    0 references
    90C15
    0 references
    91B30
    0 references
     
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