Generalized Decision Rule Approximations for Stochastic Programming via Liftings
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- repec:spr:joptap:v:171:y:2016:i:3:d:10.1007_s10957-016-0920-3 is not listed on IDEAS
- Rocha, Paula & Kuhn, Daniel, 2012. "Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules," European Journal of Operational Research, Elsevier, vol. 216(2), pages 397-408.
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