Perboli, Guido; Tadei, Roberto; Gobbato, Luca - In: European Journal of Operational Research 236 (2014) 3, pp. 1000-1007
the stochastic profit is unknown. By using the asymptotic theory of extreme values, a deterministic approximation for the … stochastic problem is derived. The accuracy of such a deterministic approximation is tested against the two-stage with fixed …