Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management |
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Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (English)
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27 May 2020
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stochastic programming
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exogenous and endogenous uncertainties
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time-consistent stochastic dominance
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mixed 0-1 bilinear optimization
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scenario cluster-based decomposition algorithms
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