"Decomposability and time consistency of risk averse multistage programs."

Alexander Shapiro, Kerem Ugurlu (2016)

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DOI: 10.1016/J.ORL.2016.07.015

access: closed

type: Journal Article

metadata version: 2023-09-30

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Alexander Shapiro, Kerem Ugurlu:
Decomposability and time consistency of risk averse multistage programs. Oper. Res. Lett. 44(5): 663-665 (2016)

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