Stochastic Dual Dynamic Programming is a stochastic optimization algorithm within the class of decomposition methods for multistage stochastic programming that distinguishes itself by iteratively approximating the expected cost-to-go functions through dual pricing information derived from scenario-based subproblems.
117
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6.6K
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259
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141
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Publications per year
2017–2026
65
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Sddp
Publications
117
Stochastic dual dynamic integer programming
Jikai Zou, Shabbir Ahmed, Xu Andy Sun · Mathematical Programming · 2018 · 290 citations
1–5 of 117
Authors
259
- AH
8
h-index
- FH
7
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- IH
7
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- BM
6
h-index
- ARAnderson Rodrigo de Queiroz
North Carolina State University, United States
6 publications · 261 citations
6
h-index
1–5 of 259
Institutions
141
SINTEF
Trondheim, Norway
11 h-index
24 publications
962 citations
Norwegian University of Science and Technology
Trondheim, Norway
9 h-index
18 publications
752 citations
Georgia Institute of Technology
Atlanta, United States
9 h-index
15 publications
2.6K citations
North Carolina State University
Raleigh, United States
7 h-index
16 publications
754 citations
Xi'an Jiaotong University
Xi'an, China
6 h-index
22 publications
1.7K citations
Universidade Federal de Santa Catarina
Florianópolis, Brazil
5 h-index
10 publications
596 citations
University of Auckland
Auckland, New Zealand
5 h-index
8 publications
901 citations
Centro de Estudos e Pesquisa em Saúde Coletiva
Rio de Janeiro, Brazil
4 h-index
12 publications
589 citations
1–8 of 141
Venues
- IEEE Transactions on Power Systems
16 publications · 927 citations
15
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- IEEE Transactions on Sustainable Energy
TSTE · 10 publications · 896 citations
10
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- Journal of Water Resources Planning and Management
5 publications · 91 citations
5
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- IEEE Transactions on Smart Grid
5 publications · 287 citations
5
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- European Journal of Operational Research
5 publications · 922 citations
5
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1–5