Evaluating policies in risk-averse multi-stage stochastic...

Mathematical Programming 2015 / 8 Vol. 152; Iss. 1-2

Evaluating policies in risk-averse multi-stage stochastic programming

Kozmík, Václav, Morton, David P.
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Volume:
152
Language:
english
Journal:
Mathematical Programming
DOI:
10.1007/s10107-014-0787-8
Date:
August, 2015
File:
PDF, 330 KB
english, 2015
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