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"Distributionally robust SDDP."

Andrew B. Philpott, Vitor L. de Matos, Lea Kapelevich (2018)

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DOI: 10.1007/S10287-018-0314-0

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/cms/PhilpottMK18
Andrew B. Philpott, Vitor L. de Matos, Lea Kapelevich:
Distributionally robust SDDP. Comput. Manag. Sci. 15(3-4): 431-454 (2018)

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