{"identifier":"nobleid:/w1/20260521/2A130CD3","arkIdentifier":"ark:/48914/w1/20260521/2A130CD3","version":1,"workTitle":"SDDP for multistage stochastic linear programs based on spectral risk measures","workType":"Journal Article","authors":"Vincent Guigues, Werner Römisch","description":null,"workUrl":null,"existingDoi":"10.1016/j.orl.2012.04.006","createdAt":"2026-05-21T12:51:43.903934Z","canonicalUrl":"https://nobleid.org/ark:/48914/w1/20260521/2A130CD3.v1"}