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SDDP for multistage stochastic linear programs based on spectral risk measures

✍ Scribed by Vincent Guigues; Werner Römisch

Book ID: 119340190
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 491 KB
Volume: 40
Category: Article
ISSN: 0167-6377
DOI: 10.1016/j.orl.2012.04.006

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