Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS

Pedro Borges. Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS. Comp. Opt. and Appl., 82(3):617-647, 2022. [doi]

@article{Borges22,
  title = {Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS},
  author = {Pedro Borges},
  year = {2022},
  doi = {10.1007/s10589-022-00376-w},
  url = {https://doi.org/10.1007/s10589-022-00376-w},
  researchr = {https://researchr.org/publication/Borges22},
  cites = {0},
  citedby = {0},
  journal = {Comp. Opt. and Appl.},
  volume = {82},
  number = {3},
  pages = {617-647},
}