Minimizing buffered probability of exceedance by progressive hedging (Q2189449)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing buffered probability of exceedance by progressive hedging |
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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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