Stochastic dual dynamic programming with stagewise-dependent objective uncertainty.

Anthony Downward Oscar Dowson Regan Baucke

Published in: Oper. Res. Lett. (2020)

Keyphrases

dynamic programming
stochastic nature
stochastic simulation
monte carlo
uncertain data
multiple objectives
learning automata
forward and backward
empirical risk
multi objective
markov decision processes
stereo matching
single machine
stochastic model
stochastic optimization