A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms

Min Zhang, Liangshao Hou, Jie Sun 0001, Ailing Yan. A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms. APJOR, 37(4), 2020. [doi]

Abstract

Abstract is missing.