Haodong Yu, Jie Sun 0001, Yanjun Wang. A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure. Comp. Opt. and Appl., 79(1):67-99, 2021. [doi]
@article{Yu0W21, title = {A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure}, author = {Haodong Yu and Jie Sun 0001 and Yanjun Wang}, year = {2021}, doi = {10.1007/s10589-021-00266-7}, url = {https://doi.org/10.1007/s10589-021-00266-7}, researchr = {https://researchr.org/publication/Yu0W21}, cites = {0}, citedby = {0}, journal = {Comp. Opt. and Appl.}, volume = {79}, number = {1}, pages = {67-99}, }