Stochastic Lipschitz dynamic programming
Author:
Funder
National Science Foundation
Office of Naval Research
COPPETec
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-020-01569-z.pdf
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4. Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer, Berlin (2011)
5. CarøE, C.C., Schultz, R.: Dual decomposition in stochastic integer programming. Oper. Res. Lett. 24(1–2), 37–45 (1999)
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