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"Time Consistency for Multistage Stochastic Optimization Problems under ..."

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara (2024)

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DOI: 10.1137/22M151830X

access: closed

type: Journal Article

metadata version: 2024-06-18

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Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara:
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation. SIAM J. Optim. 34(2): 1909-1936 (2024)

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