Exact and converging bounds for SDDP
may, 2018
Type de publication :
Conférence sans actes
Conférence :
XV Conference on Computational Management Science - CMS 2018, Norway
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}, }