Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage

Selvaprabu Nadarajah, François Margot, Nicola Secomandi. Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage. Management Science, 61(12):3054-3076, 2015. [doi]

Authors

Selvaprabu Nadarajah

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François Margot

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Nicola Secomandi

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