Article (Scientific journals)
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils; Shapiro, Alexander
2019In European Journal of Operational Research, 273 (2), p. 650--661
Peer reviewed
 

Files


Full Text
Löhndorf, Shapiro (2018) Modeling time-dependent randomness in SDDP.pdf
Publisher postprint (3.35 MB)
Request a copy

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Quantitative methods in economics & management
Author, co-author :
Löhndorf, Nils ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF)
Shapiro, Alexander
External co-authors :
yes
Language :
English
Title :
Modeling time-dependent randomness in stochastic dual dynamic programming
Publication date :
2019
Journal title :
European Journal of Operational Research
Publisher :
North-Holland
Volume :
273
Issue :
2
Pages :
650--661
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 29 January 2021

Statistics


Number of views
110 (4 by Unilu)
Number of downloads
1 (1 by Unilu)

Scopus citations®
 
60
Scopus citations®
without self-citations
53
OpenCitations
 
30
OpenAlex citations
 
76
WoS citations
 
59

Bibliography


Similar publications



Contact ORBilu