Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs

Vincent Guigues, Claudia A. Sagastizábal. Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs. Oper. Res. Lett., 40(6):478-483, 2012. [doi]

Abstract

Abstract is missing.