Constraint generation for risk averse two-stage stochastic programs (Q2028853)
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scientific article; zbMATH DE number 7354075
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constraint generation for risk averse two-stage stochastic programs |
scientific article; zbMATH DE number 7354075 |
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Constraint generation for risk averse two-stage stochastic programs (English)
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3 June 2021
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stochastic programming
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decision analysis under uncertainty
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CVaR
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risk aversion
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0.8032858371734619
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0.7996711134910583
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0.7913672924041748
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0.7897809147834778
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0.7834699153900146
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