Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450): Difference between revisions

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Latest revision as of 22:52, 25 July 2024

scientific article
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Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
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    Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (English)
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    15 June 2020
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    stochastic programming
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    mean-risk models
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    conditional value-at-risk
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    mixed-integer recourse
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    convex approximations
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