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"Decomposition Algorithms for the Solution of Multistage Mean-Variance ..."

Panos Parpas, Berç Rustem (2009)

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DOI: 10.1007/978-0-387-74759-0_111

access: closed

type: Reference Work

metadata version: 2022-01-03

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Panos Parpas, Berç Rustem:
Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems. Encyclopedia of Optimization 2009: 619-627

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