"A Multicut Approach to Compute Upper Bounds for Risk-Averse SDDP."

Joaquim Dias Garcia et al. (2023)

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DOI: 10.48550/ARXIV.2307.13190

access: open

type: Informal or Other Publication

metadata version: 2023-08-01

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  - journals/corr/abs-2307-13190
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  - https://dblp.org/rec/journals/corr/abs-2307-13190
Joaquim Dias Garcia, Iago Leal, Raphael Chabar, Mario Veiga Pereira:
A Multicut Approach to Compute Upper Bounds for Risk-Averse SDDP. CoRR abs/2307.13190 (2023)

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