A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms.
- Resource Type
- Article
- Authors
- Zhang, Min; Hou, Liangshao; Sun, Jie; Yan, Ailing
- Source
- Asia-Pacific Journal of Operational Research; Aug2020, Vol. 37 Issue 4, pN.PAG-N.PAG, 21p
- Subject
- ALGORITHMS
FINANCIAL management
STOCHASTIC models
DECISION making
OPERATIONS management
- Language
- ISSN
- 02175959
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