Radoslava Mirkov, Georg Ch. Pflug. Tree Approximations of Dynamic Stochastic Programs. SIAM Journal on Optimization, 18(3):1082-1105, 2007. [doi]
@article{MirkovP07,
title = {Tree Approximations of Dynamic Stochastic Programs},
author = {Radoslava Mirkov and Georg Ch. Pflug},
year = {2007},
doi = {10.1137/060658552},
url = {http://dx.doi.org/10.1137/060658552},
researchr = {https://researchr.org/publication/MirkovP07},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {18},
number = {3},
pages = {1082-1105},
}