Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization

Abstract In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value functions and multistage stochastic mixed-integer linear o...

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Bibliographic Details
Main Authors: Zhang, Shixuan (Author), Sun, Xu A. (Author)
Format: Article
Language:English
Published: Springer Berlin Heidelberg, 2022-08-22T12:58:50Z.
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