Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900)

From MaRDI portal





scientific article; zbMATH DE number 6635763
Language Label Description Also known as
default for all languages
No label defined
    English
    Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
    scientific article; zbMATH DE number 6635763

      Statements

      Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (English)
      0 references
      7 October 2016
      0 references
      stochastic programming
      0 references
      risk aversion
      0 references
      multistage
      0 references
      consistency
      0 references
      pension funds
      0 references

      Identifiers