"SDDP for multistage stochastic linear programs based on spectral risk ..."

Vincent Guigues, Werner Römisch (2012)

> Home

Details and statistics

DOI: 10.1016/J.ORL.2012.04.006

access: closed

type: Journal Article

metadata version: 2017-05-27

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/orl/GuiguesR12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/orl/GuiguesR12
Vincent Guigues, Werner Römisch:
SDDP for multistage stochastic linear programs based on spectral risk measures. Oper. Res. Lett. 40(5): 313-318 (2012)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.