Risk neutral and risk averse Stochastic Dual Dynamic Programming method

Title
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Authors
Keywords
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Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 224, Issue 2, Pages 375-391
Publisher
Elsevier BV
Online
2012-09-05
DOI
10.1016/j.ejor.2012.08.022

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