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On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (2018). Computational Management Science, 15, 1-22.

[:es]Laureano F. Escudero (Universidad Rey Juan Carlos) and Juan F. Monge (Universidad Miguel Hernández).
Abstract. A new scheme for dealing with uncertainty in scenario trees is presented for dynamic mixed 0–1 optimization problems with strategic and operational stochastic parameters. Let us generically name this type of problems as capacity expansion planning (CEP) in a given system, e.g., […]