Robust dual dynamic programming
Year of publication: |
2019
|
---|---|
Authors: | Georghiou, Angelos ; Tsoukalas, Angelos ; Wiesemann, Wolfram |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 3, p. 813-830
|
Subject: | robust optimization | multistage problems | dual dynamic programming | error bounds | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Robustes Verfahren | Robust statistics |
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