Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
| Year of publication: |
2013
|
|---|---|
| Authors: | Maere d’Aertrycke, Gauthier ; Shapiro, Alexander ; Smeers, Yves |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 77.2013, 3, p. 393-405
|