Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures

Vincent Guigues, Werner Römisch. Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM Journal on Optimization, 22(2):286-312, 2012. [doi]

Abstract

Abstract is missing.