Math 2.0

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SDDP has polynomial iteration complexity in the horizon F14A5HX20Q

URIm2://res/F14A5HX20Q
Kindpreprint
CreatorsVincent Leclere
Date2026-10-08
MSC49-XX, 90-XX, 93-XX
Subjectsarxiv math.OC
Scopein

Expressions

e1: version, preprint

Languageen
Date2026-10-08
IdsarXiv 2610.12713, zbl_id 903205259

Items in this resource

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

ItemKindWhereSource
Expected Benders cutsstatementproposition C.1.1arxiv
Warning: the greedy policy of $\mathcal V_1$ can stay suboptimalstatementproposition D.7.2arxiv
Master theorem, infinite horizonstatementtheorem 6.3arxiv
Deterministic pass lengthstatementtheorem D.4.1arxiv
A Lipschitz lift lifts a volumestatementlemma 3.3arxiv
Raw sampled cuts can stall SDDPstatementproposition C.4.3arxiv
i.i.d.\ SAA: a bias governed by the state dimensionstatementproposition C.3.1arxiv
Gap identitystatementlemma 6.1arxiv
Uniform deviation of a sampled affine cutstatementlemma C.4.2arxiv
Stage-wise absorption: slopes uniform in the horizonexampleexample 4.2arxiv
8ZFMVXEXFMstatementproposition B.5.3arxiv
Shared-model SDDP, geometric pass lengthstatementcorollary 6.6arxiv
TFDP with random node selectionstatementproposition B.3.1arxiv
Decreasing bounded processesstatementlemma 3.4arxiv
SDDiPstatementproposition 4.4arxiv
Shifted sampled cutsstatementtheorem C.4.1arxiv
Master theoremstatementtheorem 3.5arxiv
Pass lengthsstatementlemma D.1.3arxiv
A bound polynomial in $T$ for Algorithm 3statementtheorem 4.3arxiv
Sufficient conditionsstatementlemma 2.2arxiv
Sufficient conditionsstatementlemma D.1.2arxiv
Lipschitz bounds for the shared modelstatementproposition 6.8arxiv
Covering rates; finite state setsstatementcorollary 3.10arxiv
Stage-uniform constantsstatementcorollary 3.7arxiv
Leaving the compact setstatementproposition C.5.1arxiv
Periodic problems, geometric pass lengthstatementtheorem 6.5arxiv
Slopes of a cutstatementlemma D.6.1arxiv
Validity for the regularised value functionsstatementlemma B.5.2arxiv
Truncationstatementtheorem D.7.1arxiv
Wasserstein and total-variation biasesstatementcorollary 5.2arxiv
MPSNJ2JBW9statementlemma 2.3arxiv
Zhang--Sun cuts satisfy the oraclestatementproposition B.5.1arxiv
SAA backward passes, true-law forward passesstatementproposition D.5.1arxiv
Reverse-norm cutsstatementproposition B.4.1arxiv
Tightness of the convex-regret formstatementproposition D.8.1arxiv
Anytime guaranteestatementcorollary 3.6arxiv
Jensen lower discretisationstatementproposition C.2.1arxiv
Monotone step cutsstatementtheorem B.7.1arxiv
SAA backward passes, true-law forward passesstatementtheorem 5.1arxiv
Boundsstatementlemma 3.1arxiv
Gap identitystatementlemma 3.2arxiv
Discounted costs, horizon-freestatementcorollary 3.9arxiv
Other oraclesstatementproposition D.5.3arxiv
Pass lengths, phase by phasestatementlemma D.2.1arxiv
Bounded subgradientsstatementproposition 4.1arxiv
X2CRQWECV9statementtheoremarxiv
Standard factsstatementlemma D.1.1arxiv
Shifted sampled cutsstatementproposition D.5.2arxiv
Relative accuracy, $\beta$-uniform constantsstatementcorollary 6.9arxiv
Robust reachabilitydefinitiondefinition 6.7arxiv
Net sizesstatementlemma A.1.1arxiv
A pass on a shared model lifts by its largest residualstatementlemma 6.2arxiv

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