A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure

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]

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