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Showing 1 to 2 of 2 for “"Stochastic dual dynamic programming"”.

  1. High-Performance Computing and Parallel Techniques for Scalable Optimization of Power System Transition Planning

    … (ii) formalizes PSTP and reformulates it into a dynamic-programming structure to enable Stochastic Dual Dynamic Programming (SDDP) and (iii) advances parallel SDDP with two contributions: a Nested Synchronous Parallel-by-Node (Nested-SPN) scheme tailored to Markov-chain uncertainty aggregation, …

    calgary Repository record for High-Performance Computing and Parallel Techniques for Scalable Optimization of Power System Transition Planning (opens in a new tab)

  2. Robust data-driven optimization for dynamic and decision-dependent systems under uncertainty

    … rely on data-driven models to guide actions in dynamic environments. However, in many real-world applications, the data available for learning is limited, biased, or influenced by previous decisions, and the resulting uncertainty can significantly degrade the performance of the models. This …

    uiuc Repository record for Robust data-driven optimization for dynamic and decision-dependent systems under uncertainty (opens in a new tab)