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Published in 2020 at "Annals of Operations Research"
DOI: 10.1007/s10479-019-03244-9
Abstract: 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 involving strategic and operational…
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Keywords:
bounds multi;
multi horizon;
stochastic programs;
horizon stochastic ... See more keywords