Technical Note—Risk Aversion in Stochastic Programming with Recourse

DOI10.1287/OPRE.21.1.377MaRDI QIDQ5670453zbMATH OpenOpenAlexFDO

Authors David P. Rutenberg

Publication date 1973

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.21.1.377

Mathematics Subject Classification ID

Stochastic programming (90C15)

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