Multistage Stochastic Optimization on Financial Planning (FP) problem T=10
0.11Error RatioVFGL
Evaluation results
| Method | Links | |
|---|---|---|
| VFGLEvaluation time (s)=284.8632024.04 | 0.11 | |
| TranSDDP-DecoderEvaluation time (s)=0.490, Training time=1h 17m2024.04 | 1.364 | |
| L1Evaluation time (s)=177.9412024.04 | 1.63 | |
| TranSDDPEvaluation time (s)=0.630, Training time=1h 50m2024.04 | 1.704 | |
| SDDPEvaluation time (s)=144.572024.04 | 2.848 | |
| ν-SDDPEvaluation time (s)=0.024, Training time=11h 4m2024.04 | 317.89 |