Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR |
scientific article |
Statements
Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (English)
0 references
30 May 2018
0 references
stochastic programming
0 references
mixed-integer multi-stage stochastic programming
0 references
dynamic measures of risk
0 references
CVaR
0 references
bounding
0 references
0 references
