Analysis of stochastic dual dynamic programming method (Q617520): Difference between revisions

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+Coherent Measures of Risk
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+Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
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+Q5819795
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+Q3415352
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+The Cutting-Plane Method for Solving Convex Programs
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+On the convergence of sampling-based decomposition algorithms for multistage stochastic programs
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+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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+Introductory lectures on convex optimization. A basic course.
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+A branch and bound method for stochastic global optimization
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+Multi-stage stochastic optimization applied to energy planning
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+On the convergence of stochastic dual dynamic programming and related methods
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+Risk-averse dynamic programming for Markov decision processes
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+Optimization of Convex Risk Functions
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+Conditional Risk Mappings
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+Q5494167
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+On complexity of multistage stochastic programs
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+On a time consistency concept in risk averse multistage stochastic programming
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+Lectures on Stochastic Programming
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