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November 03, 2021 article Aachen paper

Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse

Computational Optimization and Applications, vol. 81, pp. 201–250

DOI: 10.1007/s10589-021-00323-1 OpenAlex

Authors 2

  1. Murwan Siddig Aachen

    RWTH Aachen University

    Affiliation as printed

    RWTH Aachen University, Aachen, Germany

  2. Yongjia Song corresponding

    Clemson University

    Affiliation as printed

    Clemson University, Clemson, SC, USA

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References 46