Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures (Q2910873): Difference between revisions

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Latest revision as of 18:49, 27 January 2025

scientific article
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Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures
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    Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures (English)
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    12 September 2012
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    convex risk measures
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    risk-averse optimization
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    decomposition algorithms
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    Monte Carlo sampling
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