Structure of risk-averse multistage stochastic programs (Q2516634)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure of risk-averse multistage stochastic programs |
scientific article |
Statements
Structure of risk-averse multistage stochastic programs (English)
0 references
3 August 2015
0 references
multistage stochastic programming
0 references
multiperiod risk measures
0 references
stochastic dual dynamic programming
0 references
contamination
0 references
