"Sampling-Based Decomposition Methods for Multistage Stochastic Programs ..."

Vincent Guigues, Werner Römisch (2012)

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DOI: 10.1137/100811696

access: closed

type: Journal Article

metadata version: 2020-06-08

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Vincent Guigues, Werner Römisch:
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM J. Optim. 22(2): 286-312 (2012)

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