Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123): Difference between revisions

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Latest revision as of 17:28, 15 July 2024

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Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
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    Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (English)
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    30 May 2018
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    stochastic programming
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    mixed-integer multi-stage stochastic programming
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    dynamic measures of risk
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    CVaR
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    bounding
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