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Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management

Laureano F. Escudero, María Araceli Garín, Juan F. Monge, Aitziber Unzueta. Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management. European Journal of Operational Research, 285(3):988-1001, 2020. [doi]

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