Modeling time-dependent randomness in stochastic dual dynamic programming

Reference : Modeling time-dependent randomness in stochastic dual dynamic programming


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	To cite this reference:	http://hdl.handle.net/10993/45999

Title :	Modeling time-dependent randomness in stochastic dual dynamic programming
Language :	English
Author, co-author :	Löhndorf, Nils [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) >]
	Shapiro, Alexander [> >]
Publication date :	2019
Journal title :	European Journal of Operational Research
Publisher :	North-Holland
Volume :	273
Issue/season :	2
Pages :	650--661
Peer reviewed :	Yes
Audience :	International
Permalink :	http://hdl.handle.net/10993/45999

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Limited access	Löhndorf, Shapiro (2018) Modeling time-dependent randomness in SDDP.pdf		Publisher postprint	3.27 MB	Request a copy

All documents in ORBi^lu are protected by a user license.