Exact and converging bounds for SDDP

Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère,
Arnaud Lenoir and François Pacaud
may, 2018
Publication type:
Conference without proceedings
Conference:
XV Conference on Computational Management Science - CMS 2018, Norway
External link:
assets/images/icons/doctype_pdf.png http://perso.ensta-paris.fr/~pcarpent/Communications/VL-Expose-CMS2018.pdf
BibTeX: 
@conference{Car-Cha-Lec-Len-Pac-2018,
    author={Pierre Carpentier and Jean-Philippe Chancelier and Vincent 
           Leclère and Arnaud Lenoir and François Pacaud },
    title={Exact and converging bounds for SDDP },
    publisher={XV Conference on Computational Management Science - CMS 2018, 
           Norway },
    year={2018 },
    month={5},
}