Minimizing buffered probability of exceedance by progressive hedging (Q2189449)
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scientific article; zbMATH DE number 7212162
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| English | Minimizing buffered probability of exceedance by progressive hedging |
scientific article; zbMATH DE number 7212162 |
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Minimizing buffered probability of exceedance by progressive hedging (English)
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15 June 2020
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convex stochastic programming problems
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probability of failure
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probability of exceedance
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buffered probability of failure
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buffered probability of exceedance
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quantiles
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superquantiles
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conditional value-at-risk
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progressive hedging algorithm
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0.805941641330719
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0.7794328331947327
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0.7621107697486877
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0.7538030743598938
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0.7313532829284668
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