Scenario decomposition of risk-averse multistage stochastic programming problems

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Publication:1931651

DOI10.1007/s10479-011-0935-yzbMath1255.90086OpenAlexW2072235407MaRDI QIDQ1931651

Ricardo A. Collado, David Papp, Ruszczyński, Andrzej

Publication date: 15 January 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-011-0935-y



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