Blar i NTNU Open på forfatter "Allevi, Elisabetta"
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Bounds in multi-horizon stochastic programs
Maggioni, Francesca; Allevi, Elisabetta; Tomasgard, Asgeir (Peer reviewed; Journal article, 2019)In this paper, we present bounds for multi-horizon stochastic optimization problems, a class of problems introduced in Kaut et al. (Comput Manag Sci 11:179–193, 2014) relevant in many industry-life applications typically ...