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stochastic dual dynamic programming

2 papers

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Also known as

SDDP

Co-occurring keywords · papers mentioning both

multistage stochastic optimization (2) transformer-based method (1) multistage stochastic programming (1) stagewise decomposition (1) stochastic programming (1) cutting plane (1) value function approximation (1) value function (1) process optimization (1) reinforcement learning (1)

Papers

Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization ICML 2023 Neural Stochastic Dual Dynamic Programming ICLR 2022