Work

A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties

Year: 2013

Type: article

Source: Computers & Chemical Engineering

DOI: 10.1016/j.compchemeng.2013.11.011

Authors: Vijay Gupta, Ignacio E. Grossmann

Institution: Carnegie Mellon University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2007163286

FWCI: 6.831

Cites: 36

Cited by: 55

Related to: 10