Handling CVaR objectives and constraints in two-stage stochastic models (Q932208): Difference between revisions
From MaRDI portal
Latest revision as of 12:16, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Handling CVaR objectives and constraints in two-stage stochastic models |
scientific article |
Statements
Handling CVaR objectives and constraints in two-stage stochastic models (English)
0 references
10 July 2008
0 references
stochastic programming
0 references
finance
0 references
convex programming
0 references
decomposition methods
0 references
0 references