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"Distributionally Robust Stochastic Dual Dynamic Programming."

Daniel Duque, David P. Morton (2020)

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DOI: 10.1137/19M1309602

access: closed

type: Journal Article

metadata version: 2021-01-09

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Daniel Duque, David P. Morton:
Distributionally Robust Stochastic Dual Dynamic Programming. SIAM J. Optim. 30(4): 2841-2865 (2020)

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