Stochastic linear programs with restricted recourse
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- Escudero, L. F. & Galindo, E. & Garcia, G. & Gomez, E. & Sabau, V., 1999. "Schumann, a modeling framework for supply chain management under uncertainty," European Journal of Operational Research, Elsevier, vol. 119(1), pages 14-34, November.
- ZhenFang Liu & GuoHe Huang, 2009. "Dual-Interval Two-Stage Optimization for Flood Management and Risk Analyses," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(11), pages 2141-2162, September.
- David P. Morton & R. Kevin Wood, 1999. "Restricted-Recourse Bounds for Stochastic Linear Programming," Operations Research, INFORMS, vol. 47(6), pages 943-956, December.
- Sabastine Mushori & Delson Chikobvu, 2018. "Investment Opportunities, Uncertain Implicit Transaction Costs and Maximum Downside Risk in Dynamic Stochastic Financial Optimization," International Journal of Economics and Financial Issues, Econjournals, vol. 8(4), pages 256-264.
- Amy V. Puelz, 2002. "A Stochastic Convergence Model for Portfolio Selection," Operations Research, INFORMS, vol. 50(3), pages 462-476, June.
- Zhenfang Liu & Yang Zhou & Gordon Huang & Bin Luo, 2019. "Risk Aversion Based Inexact Stochastic Dynamic Programming Approach for Water Resources Management Planning under Uncertainty," Sustainability, MDPI, Open Access Journal, vol. 11(24), pages 1-22, December.
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- Chen, C. & Li, Y.P. & Huang, G.H. & Zhu, Y., 2012. "An inexact robust nonlinear optimization method for energy systems planning under uncertainty," Renewable Energy, Elsevier, vol. 47(C), pages 55-66.
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