2012-03-19Buch
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
Sen, Suvrajeet; Zhou, Zhihong
Multi-stage stochastic programs (MSP) pose some of the more challenging optimizationproblems. Because such models can become rather intractable in general, it is important todesign algorithms that can provide approximations ...