Solving stochastic programming problems with risk measures by progressive hedging (Q1711084): Difference between revisions
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| Property / DOI: 10.1007/s11228-017-0437-4 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s11228-017-0437-4 / rank | |||
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| Property / OpenAlex ID: W2730601814 / rank | |||
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| Property / cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty / rank | |||
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| Property / cites work: Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems / rank | |||
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| Property / DOI: 10.1007/S11228-017-0437-4 / rank | |||
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Latest revision as of 05:19, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving stochastic programming problems with risk measures by progressive hedging |
scientific article |
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Solving stochastic programming problems with risk measures by progressive hedging (English)
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16 January 2019
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stochastic programming progressive hedging algorithm
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problem decomposition
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risk measures
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conditional value-at-risk
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