Scenario decomposition of risk-averse multistage stochastic programming problems
| Year of publication: |
2012
|
|---|---|
| Authors: | Collado, Ricardo A. ; Papp, Dávid ; Ruszczyński, Andrzej |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 200.2012, 1, p. 147-171
|