Robust two-stage stochastic linear optimization with risk aversion (Q1752187)
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scientific article; zbMATH DE number 6872202
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| English | Robust two-stage stochastic linear optimization with risk aversion |
scientific article; zbMATH DE number 6872202 |
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Robust two-stage stochastic linear optimization with risk aversion (English)
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24 May 2018
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uncertainty modeling
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stochastic programming
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robust optimization
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conditional value-at-risk
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semidefinite programming
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0.8591528534889221
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0.8479372262954712
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0.8345999717712402
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0.823820173740387
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0.8175669312477112
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