Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments - researchr publication

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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. Science, 18(2):125-148, 2021. [doi]

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