Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
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Publication:320900
DOI10.1016/j.ejor.2015.05.048zbMath1346.90639OpenAlexW579853240MaRDI QIDQ320900
Bernardo K. Pagnoncelli, Tito Homem-de-mello
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.05.048
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Uses Software
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