"A time-consistent Benders decomposition method for multistage ..."

Haodong Yu, Jie Sun, Yanjun Wang (2021)

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DOI: 10.1007/S10589-021-00266-7

access: closed

type: Journal Article

metadata version: 2021-04-29

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Haodong Yu, Jie Sun, Yanjun Wang:
A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure. Comput. Optim. Appl. 79(1): 67-99 (2021)

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