Cut generation for optimization problems with multivariate risk constraints (Q312669): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10107-015-0953-7 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10107-015-0953-7 / rank | |||
Normal rank | |||
Latest revision as of 16:15, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cut generation for optimization problems with multivariate risk constraints |
scientific article |
Statements
Cut generation for optimization problems with multivariate risk constraints (English)
0 references
16 September 2016
0 references
stochastic programming
0 references
multivariate risk-aversion
0 references
conditional value-at-risk
0 references
stochastic dominance
0 references
cut generation
0 references
convex hull
0 references
reverse concave set
0 references
0 references
0 references
0 references
0 references
0 references
