Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s11081-012-9201-7 / rank
 
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Latest revision as of 23:40, 13 July 2024

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Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk
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    Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (English)
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    19 June 2017
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    risk management
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    decision making
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    scenario reduction
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    stochastic programming
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    conditional value-at-risk
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