Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2013.04.033 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1986012910 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convexity and decomposition of mean-risk stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent risk measures in inventory problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4872459 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent multiperiod risk adjusted values and Bellman's principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Disjunctive programming: Properties of the convex hull of feasible points / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario decomposition of risk-averse multistage stochastic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional and dynamic convex risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical Programming Approaches to Sensitivity Calculations in Decision Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: The integer \(L\)-shaped method for stochastic integer programs with complete recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5571446 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimality conditions in portfolio analysis with general deviation measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized deviations in risk analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of Convex Risk Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5201296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional value-at-risk in stochastic programs with mixed-integer recourse / rank
 
Normal rank

Latest revision as of 14:41, 10 July 2024

scientific article
Language Label Description Also known as
English
Decision tree analysis for a risk averse decision maker: CVaR criterion
scientific article

    Statements

    Decision tree analysis for a risk averse decision maker: CVaR criterion (English)
    0 references
    0 references
    0 references
    29 July 2015
    0 references
    discrete scenario space
    0 references
    sequential decision making
    0 references
    conditional value-at-risk
    0 references
    risk aversion
    0 references

    Identifiers