Alexander Shapiro. Analysis of stochastic dual dynamic programming method. European Journal of Operational Research, 209(1):63-72, 2011. [doi]
@article{Shapiro11-0,
title = {Analysis of stochastic dual dynamic programming method},
author = {Alexander Shapiro},
year = {2011},
doi = {10.1016/j.ejor.2010.08.007},
url = {http://dx.doi.org/10.1016/j.ejor.2010.08.007},
tags = {program analysis, analysis, programming},
researchr = {https://researchr.org/publication/Shapiro11-0},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {209},
number = {1},
pages = {63-72},
}