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Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse.
Murwan Siddig
Yongjia Song
Published in:
Comput. Optim. Appl. (2022)
Keyphrases
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linear programming
linear program
multistage stochastic
stochastic programming
learning algorithm
multistage
computational complexity
cutting plane
np hard
optimization problems
bayesian networks
objective function
state space
particle swarm optimization
combinatorial optimization
column generation