Batch Learning in Stochastic Dual Dynamic Programming

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Avila, Daniel; Papavasiliou, Anthona; Löhndorf, Nils

2021

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https://hdl.handle.net/10993/49798

batch learning sddp.pdf

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Avila, Daniel

Papavasiliou, Anthona

Löhndorf, Nils ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)

Language :

English

Title :

Batch Learning in Stochastic Dual Dynamic Programming

Publication date :

2021

Source :

Available on ORBilu :

since 20 January 2022

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Number of downloads

166 (3 by Unilu)