Solving stochastic programming problems with risk measures by progressive hedging (Q1711084)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7002697
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Solving stochastic programming problems with risk measures by progressive hedging |
scientific article; zbMATH DE number 7002697 |
Statements
Solving stochastic programming problems with risk measures by progressive hedging (English)
0 references
16 January 2019
0 references
stochastic programming progressive hedging algorithm
0 references
problem decomposition
0 references
risk measures
0 references
conditional value-at-risk
0 references
0.8503128290176392
0 references
0.8471528887748718
0 references
0.8344534039497375
0 references
0.8297111392021179
0 references
0.8201265335083008
0 references
