Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
Crossref DOI link: https://doi.org/10.1007/s10589-021-00323-1
Published Online: 2021-11-03
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Siddig, Murwan
Song, Yongjia http://orcid.org/0000-0001-6839-522X
Funding for this research was provided by:
National Science Foundation (1854960)
Text and Data Mining valid from 2021-11-03
Version of Record valid from 2021-11-03
Article History
Received: 26 August 2019
Accepted: 15 October 2021
First Online: 3 November 2021