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"Multiperiod Stochastic Optimization Problems with Time-Consistent Risk ..."

Martin Densing, János Mayer (2011)

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DOI: 10.1007/978-3-642-29210-1_83

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-18

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  - conf/or/DensingM11
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Martin Densing, János Mayer:
Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints. OR 2011: 521-526

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