On conditional cuts for stochastic dual dynamic programming
Multistage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management. A popular method is stochastic dual dynamic programming (SDDP...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Elsevier
2020
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/c48db89d44434951b699b68edbd0446e |
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