Bita Analui, Georg Ch. Pflug. On distributionally robust multiperiod stochastic optimization. Comput. Manag. Science, 11(3):197-220, 2014. [doi]
@article{AnaluiP14,
title = {On distributionally robust multiperiod stochastic optimization},
author = {Bita Analui and Georg Ch. Pflug},
year = {2014},
doi = {10.1007/s10287-014-0213-y},
url = {http://dx.doi.org/10.1007/s10287-014-0213-y},
researchr = {https://researchr.org/publication/AnaluiP14},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {11},
number = {3},
pages = {197-220},
}