Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876)
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scientific article; zbMATH DE number 7153519
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| English | Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic |
scientific article; zbMATH DE number 7153519 |
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Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (English)
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20 January 2020
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branch-and-fix coordination
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expected conditional risk measures
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matheuristic algorithms
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Mccormick relaxation
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multistage stochastic optimization
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quadratic mixed 0-1 programming
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production planning
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time consistent risk aversion
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0.7863065600395203
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0.7630090713500977
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0.7593445181846619
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0.7574681639671326
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0.7538882493972778
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