Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures (Q2910873): Difference between revisions
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Latest revision as of 01:03, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures |
scientific article |
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Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures (English)
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12 September 2012
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convex risk measures
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risk-averse optimization
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decomposition algorithms
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Monte Carlo sampling
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