Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic

Unai Aldasoro, María Merino 0001, Gloria Pérez. Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic. Annals OR, 280(1-2):151-187, 2019. [doi]

Abstract

Abstract is missing.