"A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic ..."

Arnab Bhattacharya, Jeffrey P. Kharoufeh, Bo Zeng (2023)

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DOI: 10.1287/IJOC.2021.0255

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type: Journal Article

metadata version: 2024-06-14

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Arnab Bhattacharya, Jeffrey P. Kharoufeh, Bo Zeng:
A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm. INFORMS J. Comput. 35(5): 1161-1178 (2023)

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