Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
| Year of publication: |
2012
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|---|---|
| Authors: | Philpott, A.B. ; de Matos, V.L. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 218.2012, 2 (16.4.), p. 470-484
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