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"Stochastic dual dynamic programming with stagewise-dependent objective ..."

Anthony Downward, Oscar Dowson, Regan Baucke (2020)

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DOI: 10.1016/J.ORL.2019.11.002

access: closed

type: Journal Article

metadata version: 2020-10-19

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  - journals/orl/DownwardDB20
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  - https://dblp.org/rec/journals/orl/DownwardDB20
Anthony Downward, Oscar Dowson, Regan Baucke:
Stochastic dual dynamic programming with stagewise-dependent objective uncertainty. Oper. Res. Lett. 48(1): 33-39 (2020)

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