Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic

  1. Aldasoro, U.
  2. Merino, M.
  3. Pérez, G.
Journal:
Annals of Operations Research

ISSN: 1572-9338,  0254-5330

Year of publication: 2019

Volume: 280

Issue: 1-2

Pages: 151-187

Type: Article

DOI: 10.1007/S10479-018-3032-7 GOOGLE SCHOLAR
Data source: Scopus