@incollection {MR3329329,
    AUTHOR = {Belomestny, Denis and Bender, Christian and Dickmann, Fabian
              and Schweizer, Nikolaus},
     TITLE = {Solving stochastic dynamic programs by convex optimization and
              simulation},
 BOOKTITLE = {Extraction of quantifiable information from complex systems},
    SERIES = {Lect. Notes Comput. Sci. Eng.},
    VOLUME = {102},
     PAGES = {1--23},
 PUBLISHER = {Springer, Cham},
      YEAR = {2014},
   MRCLASS = {65C05 (60H35)},
  MRNUMBER = {3329329},
       DOI = {10.1007/978-3-319-08159-5_1},
       URL = {https://doi.org/10.1007/978-3-319-08159-5_1},
}

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