A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784): Difference between revisions
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Revision as of 06:12, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures |
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A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (English)
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25 January 2016
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stochastic optimization
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risk measures
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utility theory
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certainty equivalent
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scenario decomposition
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higher-moment coherent risk measures
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\(\log\)-exponential convex risk measures
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