Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
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Publication:1939693
DOI10.1016/j.orl.2012.09.001zbMath1258.90054OpenAlexW1997909702MaRDI QIDQ1939693
Publication date: 5 March 2013
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.09.001
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