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"Risk-averse feasible policies for large-scale multistage stochastic linear ..."
Vincent Guigues, Claudia A. Sagastizábal (2013)
- Vincent Guigues, Claudia A. Sagastizábal:
Risk-averse feasible policies for large-scale multistage stochastic linear programs. Math. Program. 138(1-2): 167-198 (2013)
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