"Adaptive partition-based SDDP algorithms for multistage stochastic linear ..."

Murwan Siddig, Yongjia Song (2022)

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DOI: 10.1007/S10589-021-00323-1

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type: Journal Article

metadata version: 2022-01-21

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Murwan Siddig, Yongjia Song:
Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse. Comput. Optim. Appl. 81(1): 201-250 (2022)

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