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]

Authors

Min Zhang

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Liangshao Hou

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Jie Sun 0001

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Ailing Yan

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