On conditional cuts for stochastic dual dynamic programming
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Publication:2195564
DOI10.1007/s13675-020-00123-yzbMath1441.90111arXiv1704.06205OpenAlexW3014381097MaRDI QIDQ2195564
Publication date: 26 August 2020
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.06205
Related Items (2)
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework ⋮ Statistical learning for probability-constrained stochastic optimal control
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