Robust two-stage stochastic linear optimization with risk aversion (Q1752187): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: SDPT3 / rank | |||
Normal rank | |||
Revision as of 11:31, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust two-stage stochastic linear optimization with risk aversion |
scientific article |
Statements
Robust two-stage stochastic linear optimization with risk aversion (English)
0 references
24 May 2018
0 references
uncertainty modeling
0 references
stochastic programming
0 references
robust optimization
0 references
conditional value-at-risk
0 references
semidefinite programming
0 references
