Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander, Tekaya, Wajdi, da Costa, Joari Paulo, Soares, Murilo PereiraVolume:
224
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2012.08.022
Date:
January, 2013
File:
PDF, 1.88 MB
english, 2013