Improving the performance of stochastic dual dynamic programming
type: Item
instance of: scholarly article
title: Improving the performance of stochastic dual dynamic programming
zbMATH Open document ID: 1329.90098
author: V. L. De Matos
author: A. B. Philpott
author: Erlon C. Finardi
published in: Journal of Computational and Applied Mathematics
publication date: 2015-08-19T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 6473769
zbMATH Keywords: stochastic programming
zbMATH Keywords: stochastic dual dynamic programming
zbMATH Keywords: cut selection
zbMATH Keywords: hydrothermal scheduling
MaRDI profile type: Publication
full work available at URL: j.cam.2015.04.048
OpenAlex ID: W310049385
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DOI: 10.1016/J.CAM.2015.04.048
description: scientific article; zbMATH DE number 6473769