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]
@article{ZhangRB16,
title = {Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty},
author = {Weini Zhang and Hamed Rahimian and Güzin Bayraksan},
year = {2016},
doi = {10.1287/ijoc.2015.0684},
url = {http://dx.doi.org/10.1287/ijoc.2015.0684},
researchr = {https://researchr.org/publication/ZhangRB16},
cites = {0},
citedby = {0},
journal = {INFORMS Journal on Computing},
volume = {28},
number = {3},
pages = {385-404},
}