A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems

Hohmann M, Warrington J & Lygeros J
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Hohmann, M., Warrington, J., & Lygeros, J. (2020). A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems. European Journal of Operational Research, 283(1), 16-32. https://doi.org/10.1016/j.ejor.2019.10.041