Code and Data Repository for On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning
This repository aims to demonstrate the value of risk-averse multistage stochastic programming models in capacity planning problems.
Authors
- Xian Yu (ORCID: https://orcid.org/0000-0003-1059-5303)
- Siqian Shen (ORCID: https://orcid.org/0000-0002-2854-163X)
Publication Details
- Journal
- INFORMS journal on computing
- Published
- 2024-10-23
- DOI
- https://doi.org/10.1287/ijoc.2023.0396.cd
- Citations
- 2
- Primary Topic
- Risk and Portfolio Optimization
- Type
- article
- Field-Weighted Citation Impact
- 0.98