In Chapter 3, a systematic review, which was conducted to identify the potential approximate optimisation methods to solve SDDPs, provides a comprehensive insight into the approximate optimisation methods that have been applied to solve sequential decision problems. The theoretical background and methodological application of the potential optimisation methods, which were identified in the systematic review are explained. A decision algorithm to guide an appropriate model structure to solve an SDDP is proposed. A hypothetical SDDP case study is also investigated to help understand SDDPs and to test the feasibility of some of the proposed methods.
