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"On the convergence of stochastic dual dynamic programming and related methods."

Andrew B. Philpott, Z. Guan (2008)

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DOI: 10.1016/J.ORL.2008.01.013

access: closed

type: Journal Article

metadata version: 2019-09-25

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  - https://dblp.org/rec/journals/orl/PhilpottG08
Andrew B. Philpott, Z. Guan:
On the convergence of stochastic dual dynamic programming and related methods. Oper. Res. Lett. 36(4): 450-455 (2008)

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