Correction to: Complexity of stochastic dual dynamic programming

被引：0
|
作者：
Guanghui Lan
机构：
[1] Georgia Institute of Technology,H. Milton Stewart School of Industrial and Systems Engineering
来源：
Mathematical Programming | 2022年 / 194卷
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we point out some corrections needed in “Complexity of Stochastic Dual Dynamic Programming”, a paper accepted to Mathematical Programming, 2020, online-first issue,.
引用
收藏
页码：1187 / 1189
页数：2
相关论文
共 50 条
  • [21] INEXACT CUTS IN STOCHASTIC DUAL DYNAMIC PROGRAMMING APPLIED TO MULTISTAGE STOCHASTIC NONDIFFERENTIABLE PROBLEMS
    Guigues, Vincent
    Monteiro, Renato
    Svaiter, Benar
    SIAM JOURNAL ON OPTIMIZATION, 2021, 31 (03) : 2084 - 2110
  • [22] Stochastic iterative dynamic programming: a Monte Carlo approach to dual control
    Thompson, AM
    Cluett, WR
    AUTOMATICA, 2005, 41 (05) : 767 - 778
  • [23] Foreign exchange trading and management with the stochastic dual dynamic programming method
    Lorenzo Reus
    Guillermo Alexander Sepúlveda-Hurtado
    Financial Innovation, 9
  • [24] Regularized stochastic dual dynamic programming for convex nonlinear optimization problems
    Vincent Guigues
    Migual A. Lejeune
    Wajdi Tekaya
    Optimization and Engineering, 2020, 21 : 1133 - 1165
  • [25] An Approximate Dynamic Programming Approach for Dual Stochastic Model Predictive Control
    Arcari, Elena
    Hewing, Lukas
    Zeilinger, Melanie N.
    IFAC PAPERSONLINE, 2020, 53 (02): : 8105 - 8111
  • [26] Fast Stochastic Dual Dynamic Programming for Economic Dispatch in Distribution Systems
    Lan, Yu
    Zhai, Qiaozhu
    Liu, Xiaoming
    Guan, Xiaohong
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2023, 38 (04) : 3828 - 3840
  • [27] Stochastic Dual Dynamic Programming for transportation planning under demand uncertainty
    Fhoula, Boutheina
    Hajji, Adnene
    Rekik, Monia
    2013 INTERNATIONAL CONFERENCE ON ADVANCED LOGISTICS AND TRANSPORT (ICALT), 2013, : 550 - 555
  • [28] A Stochastic Dual Dynamic Programming Approach for Optimal Operation of DER Aggregators
    Fatouros, Panagiotis
    Konstantelos, Ioannis
    Papadaskalopoulos, Dimitrios
    Strbac, Goran
    2017 IEEE MANCHESTER POWERTECH, 2017,
  • [29] Regularized stochastic dual dynamic programming for convex nonlinear optimization problems
    Guigues, Vincent
    Lejeune, Miguel A.
    Tekaya, Wajdi
    OPTIMIZATION AND ENGINEERING, 2020, 21 (03) : 1133 - 1165
  • [30] Risk neutral and risk averse Stochastic Dual Dynamic Programming method
    Shapiro, Alexander
    Tekaya, Wajdi
    da Costa, Joari Paulo
    Soares, Murilo Pereira
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2013, 224 (02) : 375 - 391
12345