Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450): Difference between revisions
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Revision as of 01:42, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk |
scientific article |
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Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (English)
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15 June 2020
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stochastic programming
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mean-risk models
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conditional value-at-risk
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mixed-integer recourse
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convex approximations
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