Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

  1. Escudero, L.F.
  2. Garín, M.A.
  3. Unzueta, A.
Journal:
Computers and Operations Research

ISSN: 0305-0548

Year of publication: 2017

Volume: 85

Pages: 1339-1351

Type: Article

DOI: 10.1016/J.COR.2017.04.007 GOOGLE SCHOLAR