New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183)
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scientific article; zbMATH DE number 7043898
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| English | New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation |
scientific article; zbMATH DE number 7043898 |
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New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (English)
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28 March 2019
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transportation
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stochastic mixed-integer programming
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CVaR
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0.8273426294326782
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0.7761445641517639
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0.7503328919410706
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0.7409052848815918
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0.7395508289337158
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