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On the convergence of stochastic dual dynamic programming and related methods.

Andrew B. PhilpottZ. Guan
Published in: Oper. Res. Lett. (2008)
Keyphrases
  • dynamic programming
  • benchmark datasets
  • significant improvement
  • preprocessing
  • machine learning methods
  • optimization methods
  • high dimensional
  • search methods
  • methods require
  • quasi newton