Analysis of stochastic dual dynamic programming method

Alexander Shapiro

doi:10.1016/j.ejor.2010.08.007

Analysis of stochastic dual dynamic programming method

European Journal of Operational Research ◽

10.1016/j.ejor.2010.08.007 ◽

2011 ◽

Vol 209 (1) ◽

pp. 63-72 ◽

Cited By ~ 169

Author(s):

Alexander Shapiro

Keyword(s):

Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Stochastic Dual Dynamic Programming ◽

Dual Dynamic Programming

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Risk neutral and risk averse Stochastic Dual Dynamic Programming method

European Journal of Operational Research ◽

10.1016/j.ejor.2012.08.022 ◽

2013 ◽

Vol 224 (2) ◽

pp. 375-391 ◽

Cited By ~ 107

Author(s):

Alexander Shapiro ◽

Wajdi Tekaya ◽

Joari Paulo da Costa ◽

Murilo Pereira Soares

Keyword(s):

Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Risk Averse ◽

Stochastic Dual Dynamic Programming ◽

Risk Neutral ◽

Dual Dynamic Programming

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A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems

Optimization Methods and Software ◽

10.1080/10556788.2020.1811705 ◽

2020 ◽

Vol 35 (5) ◽

pp. 1002-1021

Author(s):

Xiaojiao Tong ◽

Liu Yang ◽

Xiao Luo ◽

Bo Rao

Keyword(s):

Dynamic Programming ◽

Robust Optimization ◽

Optimization Problems ◽

Programming Method ◽

Dynamic Programming Method ◽

Two Stage ◽

Distributionally Robust Optimization ◽

Stochastic Dual Dynamic Programming ◽

Distributionally Robust ◽

Dual Dynamic Programming

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Adaptive Dynamic Programming Method for Optimal Battery Management of Battery Electric Vehicle

2020 IEEE 9th Data Driven Control and Learning Systems Conference (DDCLS) ◽

10.1109/ddcls49620.2020.9275259 ◽

2020 ◽

Author(s):

Jiguang Xue ◽

Chunsheng Yan ◽

Dan Wang ◽

Jun Wang ◽

Jun Wu ◽

...

Keyword(s):

Dynamic Programming ◽

Electric Vehicle ◽

Adaptive Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Battery Electric Vehicle ◽

Battery Management ◽

Adaptive Dynamic

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Multi-dimension Multi-stage Fuzzy Optimum Dynamic Programming Method with Complicated Information

2009 International Conference on Scalable Computing and Communications; Eighth International Conference on Embedded Computing ◽

10.1109/embeddedcom-scalcom.2009.31 ◽

2009 ◽

Author(s):

Yingwei Jin ◽

Yanming Shen

Keyword(s):

Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Multi Stage

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Modified dynamic programming method for reactive power compensating device allocation

2005 IEEE Russia Power Tech ◽

10.1109/ptc.2005.4524518 ◽

2005 ◽

Author(s):

Goran Majstrovic ◽

Davor Bajs ◽

Matislav Majstrovic

Keyword(s):

Dynamic Programming ◽

Reactive Power ◽

Programming Method ◽

Dynamic Programming Method

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Designing of Optimal Grinding Cycles, Sustainable to Unstable Mechanical Processing on the Basis of Synthesis of Digital Double Technology, and Dynamic Programming Method

Lecture Notes in Mechanical Engineering - Proceedings of the 5th International Conference on Industrial Engineering (ICIE 2019) ◽

10.1007/978-3-030-22063-1_25 ◽

2019 ◽

pp. 225-232

Author(s):

P. P. Pereverzev ◽

A. V. Akintseva ◽

M. K. Alsigar

Keyword(s):

Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Mechanical Processing

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Use of Dynamic Programming Method to Design for Optimal Performance of Grinding Cycles

Proceedings of the 4th International Conference on Industrial Engineering - Lecture Notes in Mechanical Engineering ◽

10.1007/978-3-319-95630-5_183 ◽

2018 ◽

pp. 1709-1714

Author(s):

P. P. Pereverzev ◽

A. V. Akintseva ◽

M. K. Alsigar

Keyword(s):

Dynamic Programming ◽

Optimal Performance ◽

Programming Method ◽

Dynamic Programming Method

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APPLICATION OF STOCHASTIC DYNAMIC PROGRAMMING METHOD WHILE ORGANIZING THE CONTROL OF ORGANIZATIONAL AND TECHNICAL SYSTEMS

Современные наукоемкие технологии (Modern High Technologies) ◽

10.17513/snt.38849 ◽

2021 ◽

pp. 23-27

Author(s):

V.F. Volkov ◽

A.S. Ponomaryov

Keyword(s):

Dynamic Programming ◽

Stochastic Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Stochastic Dynamic ◽

Technical Systems

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Search for lightest rod-type carrier system by the dynamic programming method

Strength of Materials ◽

10.1007/bf01530916 ◽

1971 ◽

Vol 3 (11) ◽

pp. 1358-1361

Author(s):

V. Ya. Mikhailishchev

Keyword(s):

Dynamic Programming ◽

Programming Method ◽

Dynamic Programming Method ◽

Carrier System

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Parallel and distributed computing for stochastic dual dynamic programming

Computational Management Science ◽

10.1007/s10287-021-00411-x ◽

2021 ◽

Author(s):

D. Ávila ◽

A. Papavasiliou ◽

N. Löhndorf

Keyword(s):

Dynamic Programming ◽

Distributed Computing ◽

Parallel And Distributed Computing ◽

Stochastic Dual Dynamic Programming ◽

Dual Dynamic Programming

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