Robust two-stage stochastic linear optimization with risk aversion (Q1752187)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust two-stage stochastic linear optimization with risk aversion |
scientific article |
Statements
Robust two-stage stochastic linear optimization with risk aversion (English)
0 references
24 May 2018
0 references
uncertainty modeling
0 references
stochastic programming
0 references
robust optimization
0 references
conditional value-at-risk
0 references
semidefinite programming
0 references
