Risk neutral and risk averse Stochastic Dual Dynamic Programming method
| Year of publication: |
2013
|
|---|---|
| Authors: | Shapiro, Alexander ; Tekaya, Wajdi ; da Costa, Joari Paulo ; Soares, Murilo Pereira |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 224.2013, 2 (16.1.), p. 375-391
|