Polyhedral Risk Measures in Stochastic Programming (Q5317550)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Polyhedral Risk Measures in Stochastic Programming |
scientific article; zbMATH DE number 2206229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polyhedral Risk Measures in Stochastic Programming |
scientific article; zbMATH DE number 2206229 |
Statements
Polyhedral Risk Measures in Stochastic Programming (English)
0 references
16 September 2005
0 references
stochastic programming
0 references
convex risk measure
0 references
dual decomposition
0 references
