Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs

Vincent Guigues. Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs. SIAM Journal on Optimization, 26(4):2468-2494, 2016. [doi]

Abstract

Abstract is missing.