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]

Authors

Unai Aldasoro

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María Merino 0001

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Gloria Pérez

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