Constraint generation for risk averse two-stage stochastic programs (Q2028853)
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: Constraint generation for risk averse two-stage stochastic programs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constraint generation for risk averse two-stage stochastic programs |
scientific article |
Statements
Constraint generation for risk averse two-stage stochastic programs (English)
0 references
3 June 2021
0 references
stochastic programming
0 references
decision analysis under uncertainty
0 references
CVaR
0 references
risk aversion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
