Výsledky vyhledávání - "Stochastic Dual Dynamic Programming algorithm"

Multi-stage stochastic optimization for lot-sizing with uncertain demand and renewable energy supply

Autoři: Liao, Ruiwen Quezada, Franco Gicquel, Céline a další

Přispěvatelé: Liao, Ruiwen Quezada, Franco Gicquel, Céline a další

Témata: lot-sizing, Stochastic Dual Dynamic Programming algorithm, energy-efficient manufacturing, multi-stage stochas tic integer programming, renewable energy, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC]

Přístupová URL adresa: https://hal.science/hal-05168038v1

Analysis of Stochastic Dual Dynamic Programming Method

Autoři: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Přispěvatelé: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Zdroj: http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf.

Témata: Key Words. Stochastic programming, Stochastic Dual Dynamic Programming algorithm, Sample Average Approximation method, Monte Carlo sampling, risk averse optimization

Popis souboru: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.215.5970

Dostupnost: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.215.5970
http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf

Analysis of Stochastic Dual Dynamic Programming Method

Autoři: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Přispěvatelé: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Zdroj: http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf.

Témata: Key Words. Stochastic programming, Stochastic Dual Dynamic Programming algorithm, Sample Average Approximation method, Monte Carlo sampling, risk averse optimization

Popis souboru: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.154.1935

Dostupnost: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.154.1935
http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf