Modelling power markets with multi-stage stochastic Nash equilibria. - Joaquim Dias Garcia; Raphael Chabar (CoRR, 2019)

A Multicut Approach to Compute Upper Bounds for Risk-Averse SDDP. - Joaquim Dias Garcia; Iago Leal; Raphael Chabar; Mario Veiga Pereira (CoRR, 2023)