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Postprint
Consortium of Swiss Academic Libraries

A distributionally robust perspective on uncertainty quantification and chance constrained programming

Hanasusanto, Grani ; Roitch, Vladimir ; Kuhn, Daniel ; Wiesemann, Wolfram

In: Mathematical Programming, 2015, vol. 151, no. 1, p. 35-62

Postprint
Consortium of Swiss Academic Libraries

Aggregation and discretization in multistage stochastic programming

Kuhn, Daniel

In: Mathematical Programming, 2008, vol. 113, no. 1, p. 61-94

2 results 1