Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234): Difference between revisions
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Revision as of 20:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs |
scientific article |
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Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (English)
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20 January 2022
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stage-\(t\) scenario dominance
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partial ordering of scenarios
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time-consistent mean-risk multi-stage stochastic mixed-integer programs
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risk-averse
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conditional value-at-risk (CVaR)
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stochastic dynamic knapsack problem
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cutting planes
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bounds
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