"SDDP for multistage stochastic programs: preprocessing via scenario reduction."

Jitka Dupacová, Václav Kozmík (2017)

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DOI: 10.1007/S10287-016-0261-6

access: closed

type: Journal Article

metadata version: 2020-05-10

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Jitka Dupacová, Václav Kozmík:
SDDP for multistage stochastic programs: preprocessing via scenario reduction. Comput. Manag. Sci. 14(1): 67-80 (2017)

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