"Time consistent expected mean-variance in multistage stochastic quadratic ..."

Unai Aldasoro, María Merino, Gloria Pérez (2019)

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DOI: 10.1007/S10479-018-3032-7

access: closed

type: Journal Article

metadata version: 2020-08-13

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Unai Aldasoro, María Merino, Gloria Pérez:
Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic. Ann. Oper. Res. 280(1-2): 151-187 (2019)

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