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"Envelope Theorems for Multistage Linear Stochastic Optimization."

Gonçalo Terça, David Wozabal (2021)

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DOI: 10.1287/OPRE.2020.2038

access: closed

type: Journal Article

metadata version: 2023-08-28

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Gonçalo Terça, David Wozabal:
Envelope Theorems for Multistage Linear Stochastic Optimization. Oper. Res. 69(5): 1608-1629 (2021)

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