Cut generation for optimization problems with multivariate risk constraints (Q312669): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C11
@@ Property / Mathematics Subject Classification ID: 90C11 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6627810
@@ Property / zbMATH DE Number: 6627810 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic programming
@@ Property / zbMATH Keywords: stochastic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate risk-aversion
@@ Property / zbMATH Keywords: multivariate risk-aversion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional value-at-risk
@@ Property / zbMATH Keywords: conditional value-at-risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic dominance
@@ Property / zbMATH Keywords: stochastic dominance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cut generation
@@ Property / zbMATH Keywords: cut generation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex hull
@@ Property / zbMATH Keywords: convex hull / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reverse concave set
@@ Property / zbMATH Keywords: reverse concave set / rank @@
+Normal rank

Revision as of 00:19, 28 June 2023