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]
@article{BandarraG21,
title = {Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments},
author = {Michelle Bandarra and Vincent Guigues},
year = {2021},
doi = {10.1007/s10287-021-00387-8},
url = {https://doi.org/10.1007/s10287-021-00387-8},
researchr = {https://researchr.org/publication/BandarraG21},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {18},
number = {2},
pages = {125-148},
}