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Technical Note—Multivariate Partial-Expectation Results for Exact Solutions of Two-Stage Problems

Saurabh Bansal, James S. Dyer
Year2017
VenueOperations Research
Typearticle
Citations4
DOI10.1287/opre.2017.1604
OpenAlexW2626163512

Topics

Risk and Portfolio OptimizationMultivariate statisticsRealization (probability)Stochastic gameFocus (optics)Mathematics