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SDDP for multistage stochastic linear programs based on spectral risk measures
Guigues, Vincent; Römisch, Werner - In: Operations research letters 40 (2012) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10009613830
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SDDP for multistage stochastic linear programs based on spectral risk measures
Guigues, Vincent; Römisch, Werner - In: Operations research letters 40 (2012) 5, pp. 313-319
Persistent link: https://www.econbiz.de/10009998703
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A note on scenario reduction for two-stage stochastic programs
Heitsch, Holger; Römisch, Werner - In: Operations research letters 35 (2007) 6, pp. 731-738
Persistent link: https://www.econbiz.de/10007799667