
Experimental Study of Methods of Scenario Lattice Construction for Stochastic Dual Dynamic Programming
Author(s) -
Dmitry Golembiovsky,
Anton Pavlov,
Smetanin Daniil
Publication year - 2021
Publication title -
open journal of optimzation/open journal of optimization
Language(s) - English
Resource type - Journals
eISSN - 2325-7091
pISSN - 2325-7105
DOI - 10.4236/ojop.2021.102004
Subject(s) - newsvendor model , lattice (music) , mathematical optimization , computer science , dynamic programming , markov chain , novelty , mathematics , algorithm , machine learning , supply chain , philosophy , physics , theology , political science , acoustics , law