"Risk neutral and risk averse Stochastic Dual Dynamic Programming method."

Alexander Shapiro et al. (2013)

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DOI: 10.1016/J.EJOR.2012.08.022

access: closed

type: Journal Article

metadata version: 2023-05-26

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Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares:
Risk neutral and risk averse Stochastic Dual Dynamic Programming method. Eur. J. Oper. Res. 224(2): 375-391 (2013)

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