On Solving Multistage Stochastic Programs with Coherent Risk Measures
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Publication:5166260
DOI10.1287/opre.2013.1175zbMath1291.90152OpenAlexW2114487363MaRDI QIDQ5166260
Erlon C. Finardi, Vitor L. de Matos, Andy B. Philpott
Publication date: 26 June 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2013.1175
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