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"Exact Quantization of Multistage Stochastic Linear Problems."

Maël Forcier, Stéphane Gaubert, Vincent Leclère (2024)

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DOI: 10.1137/22M1508005

access: closed

type: Journal Article

metadata version: 2024-02-29

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Maël Forcier, Stéphane Gaubert, Vincent Leclère:
Exact Quantization of Multistage Stochastic Linear Problems. SIAM J. Optim. 34(1): 533-562 (2024)

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