Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty (Q2830943)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty |
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Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty (English)
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1 November 2016
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stochastic programming
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nested benders decomposition
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risk-averse optimization
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CVaR
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water resources
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