Multistage Stochastic Optimization on Financial Planning (FP) problem T=7
0.2Error RatioVFGL
Evaluation results
| Method | Links | |
|---|---|---|
| VFGLEvaluation time (s)=257.3872024.04 | 0.2 | |
| TranSDDP-DecoderEvaluation time (s)=0.335, Training time=1h 12m2024.04 | 0.611 | |
| TranSDDPEvaluation time (s)=0.460, Training time=1h 35m2024.04 | 0.962 | |
| L1Evaluation time (s)=91.5952024.04 | 1.283 | |
| SDDPEvaluation time (s)=93.352024.04 | 1.782 | |
| ν-SDDPEvaluation time (s)=0.021, Training time=5h 52m2024.04 | 515.722 |