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"Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs ..."

Weini Zhang, Hamed Rahimian, Güzin Bayraksan (2016)

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DOI: 10.1287/IJOC.2015.0684

access: closed

type: Journal Article

metadata version: 2020-03-15

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Weini Zhang, Hamed Rahimian, Güzin Bayraksan:
Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty. INFORMS J. Comput. 28(3): 385-404 (2016)

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