Polyhedral Risk Measures in Stochastic Programming (Q5317550): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:35, 8 February 2024
scientific article; zbMATH DE number 2206229
Language | Label | Description | Also known as |
---|---|---|---|
English | Polyhedral Risk Measures in Stochastic Programming |
scientific article; zbMATH DE number 2206229 |
Statements
Polyhedral Risk Measures in Stochastic Programming (English)
0 references
16 September 2005
0 references
stochastic programming
0 references
convex risk measure
0 references
dual decomposition
0 references