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"Time consistent expected mean-variance in multistage stochastic quadratic ..."
Unai Aldasoro, María Merino, Gloria Pérez (2019)
- 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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