CVaR minimization by the SRA algorithm (Q300852)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | CVaR minimization by the SRA algorithm |
scientific article |
Statements
CVaR minimization by the SRA algorithm (English)
0 references
29 June 2016
0 references
risk measure
0 references
CVaR
0 references
stochastic programming
0 references
numerical optimization
0 references
0 references