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On the convergence of stochastic dual dynamic programming and related methods
2 references·16 citing·35 second hop
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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1998Introduction to Stochastic Programming1,664 cited

Cited by

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  • 2020Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets83 cited
  • 2009A multistage stochastic programming model for the New Zealand dairy industry71 cited
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  • 2014Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming52 cited
  • 2016Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs

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52 cited
  • 2013Worst-Case-Expectation Approach to Optimization Under Uncertainty46 cited
  • 2013Stochastic Programming46 cited
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  • 2022Dynamic Inventory Repositioning in On-Demand Rental Networks38 cited