Stochastic Combinatorial Optimization with Controllable Risk Aversion Level (Q5895001): Difference between revisions

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scientific article; zbMATH DE number 5881647
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English
Stochastic Combinatorial Optimization with Controllable Risk Aversion Level
scientific article; zbMATH DE number 5881647

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    Stochastic Combinatorial Optimization with Controllable Risk Aversion Level (English)
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    27 April 2011
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    stochastic optimization
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    risk measure
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    sample average approximation (SAA)
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    approximation algorithm
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    combinatorial optimization
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