On the convergence of sampling algorithms for solving dynamic stochastic programming
From MaRDI portal
Publication:2721958
zbMATH Open0990.90086MaRDI QIDQ2721958
Publication date: 11 July 2001
Published in: Systems Science and Mathematical Sciences (Search for Journal in Brave)
Stochastic programming (90C15) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45)
Related Items (9)
On the convergence of sample approximations for stochastic programming problems with probabilistic criteria ⋮ Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion ⋮ Comparison of Sampling Methods for Dynamic Stochastic Programming ⋮ Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs ⋮ On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling ⋮ Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming ⋮ Stopping rules for a class of sampling-based stochastic programming algorithms ⋮ On the convergence of sampling-based decomposition algorithms for multistage stochastic programs ⋮ Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
This page was built for publication: On the convergence of sampling algorithms for solving dynamic stochastic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2721958)
