Scenario decomposition of risk-averse multistage stochastic programming problems.
| Autor: | Collado, Ricardo1 collado@rutcor.rutgers.edu, Papp, Dávid1 dpapp@rutcor.rutgers.edu, Ruszczyński, Andrzej2 rusz@business.rutgers.edu |
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| Zdroj: | Annals of Operations Research. Nov2012, Vol. 200 Issue 1, p147-170. 24p. 1 Chart. |
| Databáze: | Business Source Ultimate |
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