"Stochastic decomposition for risk-averse two-stage stochastic linear programs."

Prasad Parab, Lewis Ntaimo, Bernardo K. Pagnoncelli (2025)

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DOI: 10.1007/S10898-024-01432-X

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type: Journal Article

metadata version: 2025-02-14

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Prasad Parab, Lewis Ntaimo, Bernardo K. Pagnoncelli:
Stochastic decomposition for risk-averse two-stage stochastic linear programs. J. Glob. Optim. 91(1): 59-93 (2025)

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