Evaluating policies in risk-averse multi-stage stochastic programming (Q494328): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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| Property / Mathematics Subject Classification ID: 49M27 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6477214 / rank | |||
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multi-stage stochastic programming | |||
| Property / zbMATH Keywords: multi-stage stochastic programming / rank | |||
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stochastic dual dynamic programming | |||
| Property / zbMATH Keywords: stochastic dual dynamic programming / rank | |||
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importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
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risk-averse optimization | |||
| Property / zbMATH Keywords: risk-averse optimization / rank | |||
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Revision as of 22:36, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating policies in risk-averse multi-stage stochastic programming |
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Evaluating policies in risk-averse multi-stage stochastic programming (English)
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31 August 2015
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multi-stage stochastic programming
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stochastic dual dynamic programming
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importance sampling
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risk-averse optimization
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