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"Exact Converging Bounds for Stochastic Dual Dynamic Programming via ..."
Vincent Leclère et al. (2020)
- Vincent Leclère
, Pierre Carpentier, Jean-Philippe Chancelier
, Arnaud Lenoir, François Pacaud:
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality. SIAM J. Optim. 30(2): 1223-1250 (2020)
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