Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage.

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Bibliographic Details
Title: Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage.
Authors: Nadarajah, Selvaprabu1 selvan@uic.edu, Margot, François2 fmargot@andrew.cmu.edu, Secomandi, Nicola2 ns7@andrew.cmu.edu
Source: Management Science (INFORMS). Dec2015, Vol. 61 Issue 12, p3054-3076. 23p. 2 Diagrams, 2 Charts, 5 Graphs.
Database: Business Source Ultimate
Description
ISSN:00251909
DOI:10.1287/mnsc.2014.2136