Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion

标题
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
作者
关键词
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出版物
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 218, Issue 2, Pages 470-483
出版商
Elsevier BV
发表日期
2011-11-22
DOI
10.1016/j.ejor.2011.10.056

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