Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205)
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scientific article; zbMATH DE number 6732358
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| English | Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk |
scientific article; zbMATH DE number 6732358 |
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Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (English)
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19 June 2017
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risk management
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decision making
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scenario reduction
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stochastic programming
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conditional value-at-risk
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0.8546645045280457
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0.7931650280952454
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0.7819254994392395
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0.7709977030754089
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0.7670454978942871
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