"Dual SDDP for risk-averse multistage stochastic programs."

Bernardo Freitas Paulo da Costa, Vincent Leclère (2023)

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DOI: 10.1016/J.ORL.2023.04.001

access: closed

type: Journal Article

metadata version: 2023-08-19

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Bernardo Freitas Paulo da Costa, Vincent Leclère:
Dual SDDP for risk-averse multistage stochastic programs. Oper. Res. Lett. 51(3): 332-337 (2023)

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