Minimizing buffered probability of exceedance by progressive hedging
Crossref DOI link: https://doi.org/10.1007/s10107-019-01462-4
Published Online: 2020-01-13
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rockafellar, R. Tyrrell http://orcid.org/0000-0003-1703-5069
Uryasev, Stan
Text and Data Mining valid from 2020-01-13
Version of Record valid from 2020-01-13
Article History
Received: 31 March 2018
Accepted: 23 December 2019
First Online: 13 January 2020