Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123): Difference between revisions
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Revision as of 06:22, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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