Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality
Leclère, Vincent, Carpentier, Pierre, Chancelier, Jean-Philippe, Lenoir, Arnaud, Pacaud, FrançoisVolume:
30
Journal:
SIAM Journal on Optimization
DOI:
10.1137/19M1258876
Date:
January, 2020
File:
PDF, 609 KB
2020