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"Modeling time-dependent randomness in stochastic dual dynamic programming."

Nils Löhndorf, Alexander Shapiro (2019)

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DOI: 10.1016/J.EJOR.2018.08.001

access: closed

type: Journal Article

metadata version: 2025-01-19

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Nils Löhndorf, Alexander Shapiro:
Modeling time-dependent randomness in stochastic dual dynamic programming. Eur. J. Oper. Res. 273(2): 650-661 (2019)

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