Nils Löhndorf, Alexander Shapiro. Modeling time-dependent randomness in stochastic dual dynamic programming. European Journal of Operational Research, 273(2):650-661, 2019. [doi]
@article{LohndorfS19,
title = {Modeling time-dependent randomness in stochastic dual dynamic programming},
author = {Nils Löhndorf and Alexander Shapiro},
year = {2019},
doi = {10.1016/j.ejor.2018.08.001},
url = {https://doi.org/10.1016/j.ejor.2018.08.001},
researchr = {https://researchr.org/publication/LohndorfS19},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {273},
number = {2},
pages = {650-661},
}