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

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

ISSN: 1572-9338 0254-5330

Argitalpen urtea: 2019

Alea: 280

Zenbakia: 1-2

Orrialdeak: 151-187

Mota: Artikulua

DOI: 10.1007/S10479-018-3032-7 GOOGLE SCHOLAR