Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876)

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Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic
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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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