Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems (Q6612245)
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scientific article; zbMATH DE number 7920189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems |
scientific article; zbMATH DE number 7920189 |
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Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems (English)
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30 September 2024
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duality
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inner approximation
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SDDP
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primal-dual methods
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