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"Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity."

Ruiwei Jiang, Yongpei Guan (2018)

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DOI: 10.1287/OPRE.2018.1729

access: closed

type: Journal Article

metadata version: 2020-03-31

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Ruiwei Jiang, Yongpei Guan:
Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity. Oper. Res. 66(5): 1390-1405 (2018)

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