Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
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Publication:439530
DOI10.1016/j.ejor.2011.10.056zbMath1244.90175MaRDI QIDQ439530
Andy B. Philpott, Vitor L. de Matos
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.10.056
90C15: Stochastic programming
90B35: Deterministic scheduling theory in operations research
90C39: Dynamic programming
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Uses Software
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