多阶段随机优化中风险规避的情景簇拉格朗日分解
Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
Computers and Operations Research · 2017
被引 32
ABS 3
- Laureano F. Escudero
- María Araceli Garín Martín
- Aitziber Unzueta 通讯
随机规划数学优化风险管理运筹学