Applying the minimum risk criterion in stochastic recourse programs

DOI10.1023/A:1021862109131MaRDI QIDQ1866133zbMATH OpenFDO

Authors Morten Riis, Rüdiger Schultz

Publication date 3 April 2003

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1021862109131

zbMATH Keywords

continuityrisk aversionstabilitystochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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