Stochastic dynamic programming (SDP) and stochastic dual dynamic programming (SDDP) approach for cash-flow inventory problems with overdraft.
The codes are for the paper published in EJOR:
- Zhen Chen, Thomas W. Archibald. Stochastic dual dynamic programming approach for cash-flow inventory problems with overdraft, European Journal of Operational Research, link: https://www.sciencedirect.com/science/article/pii/S0377221726003188