On conditional cuts for stochastic dual dynamic programming.
Wim van AckooijXavier WarinPublished in: EURO J. Comput. Optim. (2020)
Keyphrases
- dynamic programming
- forward and backward
- state space
- stochastic model
- coarse to fine
- evolutionary algorithm
- greedy algorithm
- information retrieval
- dp matching
- stochastic nature
- random field model
- locally optimal
- stochastic models
- stochastic optimization
- optimal control
- stereo matching
- monte carlo
- single machine
- primal dual
- multistage
- lagrangian relaxation
- stochastic process
- learning automata
- linear programming
- multiresolution
- pairwise
- search algorithm
- multi agent
- image sequences
- data sets