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"Single cut and multicut stochastic dual dynamic programming with cut ..."
Michelle Bandarra, Vincent Guigues (2021)
- Michelle Bandarra, Vincent Guigues:
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments. Comput. Manag. Sci. 18(2): 125-148 (2021)
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