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Computational Management Science 2019 / 11

Distributionally robust optimization with multiple time scales: valuation of a thermal power plant

van Ackooij, Wim, Escobar, Debora Daniela, Glanzer, Martin, Pflug, Georg Ch.
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Journal:
Computational Management Science
DOI:
10.1007/s10287-019-00358-0
Date:
November, 2019
File:
PDF, 1.76 MB
2019
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