On the convergence of stochastic dual dynamic programming and related methods (Q1003494)

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scientific article; zbMATH DE number 5522986
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    On the convergence of stochastic dual dynamic programming and related methods
    scientific article; zbMATH DE number 5522986

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      On the convergence of stochastic dual dynamic programming and related methods (English)
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      4 March 2009
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      multistage stochastic programming
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      Monte Carlo sampling
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      Benders decomposition
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