Risk aversion in multistage stochastic programming: A...

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Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective

Homem-de-Mello, Tito, Pagnoncelli, Bernardo K.
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Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2015.05.048
Date:
June, 2015
File:
PDF, 1.42 MB
english, 2015
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