Robust multicriteria risk-averse stochastic programming models (Q1698287)

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Robust multicriteria risk-averse stochastic programming models
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    Robust multicriteria risk-averse stochastic programming models (English)
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    15 February 2018
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    stochastic programming
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    risk aversion
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    robust optimization
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    multicriteria optimization
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    stochastic Pareto optimality
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    conditional value-at-risk
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    cut generation
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    mixed-integer programming
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    mccormick envelopes
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    RLT technique
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