Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs (Q1939693)
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scientific article; zbMATH DE number 6141227
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| English | Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs |
scientific article; zbMATH DE number 6141227 |
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Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs (English)
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5 March 2013
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stochastic processes
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generalized autoregressive models
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risk-averse optimization
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0.809848964214325
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0.7831071615219116
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0.7797980904579163
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0.7535725831985474
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