Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems
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Publication:5152472
DOI10.1137/20M1330075zbMath1477.90048arXiv2004.02701OpenAlexW3196190448MaRDI QIDQ5152472
Vincent Guigues, Renato D. C. Monteiro, Benar Fux Svaiter
Publication date: 24 September 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.02701
Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15)
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