CVaR minimization by the SRA algorithm (Q300852)
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scientific article; zbMATH DE number 6599330
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CVaR minimization by the SRA algorithm |
scientific article; zbMATH DE number 6599330 |
Statements
CVaR minimization by the SRA algorithm (English)
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29 June 2016
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risk measure
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CVaR
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stochastic programming
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numerical optimization
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0.8309212923049927
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0.8053614497184753
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0.8033174872398376
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0.7945119142532349
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