Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures (Q3592845): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:23, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures |
scientific article |
Statements
Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures (English)
0 references
24 September 2007
0 references
risk measures
0 references
stochastic programming
0 references
stochastic dominance
0 references
convex analysis
0 references