Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality

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Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud

Published: 2020, Last Modified: 27 Jan 2026SIAM J. Optim. 2020EveryoneRevisionsBibTeXCC BY-SA 4.0