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A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms.
Min Zhang
Liangshao Hou
Jie Sun
Ailing Yan
Published in:
Asia Pac. J. Oper. Res. (2020)
Keyphrases
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multistage
stochastic programming
stochastic optimization
risk averse
robust optimization
dynamic programming
theoretical framework
risk neutral
data mining
machine learning
genetic algorithm