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"Scenario decomposition of risk-averse multistage stochastic programming ..."

Ricardo A. Collado, Dávid Papp, Andrzej Ruszczynski (2012)

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DOI: 10.1007/S10479-011-0935-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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Ricardo A. Collado, Dávid Papp, Andrzej Ruszczynski:
Scenario decomposition of risk-averse multistage stochastic programming problems. Ann. Oper. Res. 200(1): 147-170 (2012)

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