SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: SDDP for multistage stochastic linear programs based on spectral risk measures |
scientific article; zbMATH DE number 6103781
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | SDDP for multistage stochastic linear programs based on spectral risk measures |
scientific article; zbMATH DE number 6103781 |
Statements
SDDP for multistage stochastic linear programs based on spectral risk measures (English)
0 references
8 November 2012
0 references
spectral risk measure
0 references
stochastic programming
0 references
risk-averse optimization
0 references
decomposition algorithms
0 references
Monte Carlo sampling
0 references
0 references
0 references
0 references
0 references
0.8728328347206116
0 references
0.861064612865448
0 references
0.8581064343452454
0 references
0.8549216985702515
0 references
0.8364286422729492
0 references
