Risk neutral reformulation approach to risk averse stochastic programming (Q2184085)
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scientific article; zbMATH DE number 7205716
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk neutral reformulation approach to risk averse stochastic programming |
scientific article; zbMATH DE number 7205716 |
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Risk neutral reformulation approach to risk averse stochastic programming (English)
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27 May 2020
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stochastic programming
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risk measures
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stochastic dual dynamic programming
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importance sampling
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0.8157020807266235
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0.7829710841178894
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0.7740730047225952
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0.7733867168426514
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