Evaluating policies in risk-averse multi-stage stochastic programming (Q494328): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:26, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Evaluating policies in risk-averse multi-stage stochastic programming |
scientific article |
Statements
Evaluating policies in risk-averse multi-stage stochastic programming (English)
0 references
31 August 2015
0 references
multi-stage stochastic programming
0 references
stochastic dual dynamic programming
0 references
importance sampling
0 references
risk-averse optimization
0 references