Time-consistent approximations of risk-averse multistage stochastic optimization problems
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Publication:747773
DOI10.1007/s10107-014-0813-xzbMath1327.90147OpenAlexW2058589222MaRDI QIDQ747773
Tsvetan Asamov, Ruszczyński, Andrzej
Publication date: 19 October 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0813-x
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