Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation

Pierre Carpentier, Jean-Philippe Chancelier and Michel De Lara
submitted
Publication type:
Paper in peer-reviewed journals
HAL:
hal-03761310
BibTeX: 
@article{Car-Cha-DeL-2200,
    author={Pierre Carpentier and Jean-Philippe Chancelier and Michel De 
           Lara },
    title={Time Consistency for Multistage Stochastic Optimization 
           Problems under Constraints in Expectation },
    year={submitted },
}