Roohnavazfar, Mina; Manerba, Daniele; De Martin, Juan Carlos - In: Operations research perspectives 6 (2019), pp. 1-10
This paper deals with the search of optimal paths in a multi-stage stochastic decision network as a first application of the deterministic approximation approach proposed by Tadei et al. [48]. In the network, the involved utilities are stage-dependent and contain random oscillations with an...