On a time consistency concept in risk averse multistage stochastic programming

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Publication:833557

DOI10.1016/j.orl.2009.02.005zbMath1167.90613OpenAlexW2001697694MaRDI QIDQ833557

Alexander Shapiro

Publication date: 14 August 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2009.02.005




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