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Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty

Weini Zhang, Hamed Rahimian, Güzin Bayraksan. Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty. INFORMS Journal on Computing, 28(3):385-404, 2016. [doi]

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