Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures
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Publication:2910873
DOI10.1137/100811696zbMath1259.90082OpenAlexW2051768865MaRDI QIDQ2910873
Werner Römisch, Vincent Guigues
Publication date: 12 September 2012
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/118fd25b3188dc814dd20d6b6123fa10c6b4387f
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
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