Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty
Published Online:10 May 2016https://doi.org/10.1287/ijoc.2015.0684
Supplemental Material
ijoc.2015.0684-sm.pdf (185 KB)
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Volume 28, Issue 3
Summer 2016
Pages 385-602
Article Information
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- Received:September 01, 2014
- Accepted:October 01, 2015
- Published Online:May 10, 2016
Copyright © 2016, INFORMS
Cite as
Weini Zhang, Hamed Rahimian, Güzin Bayraksan (2016) Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty. INFORMS Journal on Computing 28(3):385-404.
https://doi.org/10.1287/ijoc.2015.0684
Keywords
