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

Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier and 
Michel De Lara
soumis
Type de publication :
Article (revues avec comité de lecture)
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={soumis },
}