Analysis of stochastic dual dynamic programming method
Year of publication: |
2011
|
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Authors: | Shapiro, Alexander |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 209.2011, 1 (16.2.), p. 63-72
|
Subject: | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
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