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"Stochastic dual dynamic programming for multistage stochastic ..."

Shixuan Zhang, Xu Andy Sun (2022)

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DOI: 10.1007/S10107-022-01875-8

access: closed

type: Journal Article

metadata version: 2023-09-30

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Shixuan Zhang, Xu Andy Sun:
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization. Math. Program. 196(1): 935-985 (2022)

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