Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs

Francesca Maggioni, Georg Ch. Pflug. Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs. SIAM Journal on Optimization, 29(1):454-483, 2019. [doi]

Abstract

Abstract is missing.