Forcier, Maël; Leclère, Vincent Trajectory following dynamic programming algorithms without finite support assumptions. (English) Zbl 1522.90049 J. Convex Anal. 30, No. 3, 951-999 (2023). MSC: 90C15 90C25 90C39 90C06 49M37 93A15 PDFBibTeX XMLCite \textit{M. Forcier} and \textit{V. Leclère}, J. Convex Anal. 30, No. 3, 951--999 (2023; Zbl 1522.90049) Full Text: Link
Dowson, O.; Morton, D. P.; Downward, A. Bi-objective multistage stochastic linear programming. (English) Zbl 1506.90178 Math. Program. 196, No. 1-2 (B), 907-933 (2022). MSC: 90C15 90C29 PDFBibTeX XMLCite \textit{O. Dowson} et al., Math. Program. 196, No. 1--2 (B), 907--933 (2022; Zbl 1506.90178) Full Text: DOI
Bäuerle, Nicole; Glauner, Alexander Markov decision processes with recursive risk measures. (English) Zbl 1490.90301 Eur. J. Oper. Res. 296, No. 3, 953-966 (2022). MSC: 90C40 90C39 91B05 91G70 93E20 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Glauner}, Eur. J. Oper. Res. 296, No. 3, 953--966 (2022; Zbl 1490.90301) Full Text: DOI arXiv
Silva, Thuener; Valladão, Davi; Homem-de-Mello, Tito A data-driven approach for a class of stochastic dynamic optimization problems. (English) Zbl 1481.90237 Comput. Optim. Appl. 80, No. 3, 687-729 (2021). MSC: 90C15 90C39 PDFBibTeX XMLCite \textit{T. Silva} et al., Comput. Optim. Appl. 80, No. 3, 687--729 (2021; Zbl 1481.90237) Full Text: DOI