Risk-averse feasible policies for large-scale multistage stochastic linear programs
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Publication:1949267
DOI10.1007/s10107-012-0592-1zbMath1266.90135MaRDI QIDQ1949267
Publication date: 6 May 2013
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-012-0592-1
90C15: Stochastic programming
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