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

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

From MaRDI portal
Publication:6314237

DOI10.1007/S10287-021-00387-8arXiv1902.06757MaRDI QIDQ6314237

Michelle Bandarra, Vincent Guigues

Publication date: 14 February 2019




Mathematics Subject Classification ID

Stochastic programming (90C15) Operations research and management science (90Bxx)








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