Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation
à paraître
Type de publication :
Article (revues avec comité de lecture)
Journal :
SIAM Journal on Optimization
HAL :
BibTeX :
@article{Car-Cha-DeL-2100, author={Pierre Carpentier and Jean-Philippe Chancelier and Michel De Lara }, title={Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation }, journal={SIAM Journal on Optimization }, year={à paraître }, }