Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization

Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier and 
Michel De Lara
submitted
Publication type:
Paper in peer-reviewed journals
HAL:
hal-03903218
BibTeX: 
@article{LeF-Car-Cha-DeL-2200,
    author={Adrien Le Franc and Pierre Carpentier and Jean-Philippe 
           Chancelier and Michel De Lara },
    title={Differentiability and Regularization of Parametric Convex 
           Value Functions in Stochastic Multistage Optimization },
    year={submitted },
}