Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures (Q3592845)
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scientific article; zbMATH DE number 5194739
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| English | Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures |
scientific article; zbMATH DE number 5194739 |
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Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures (English)
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24 September 2007
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risk measures
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stochastic programming
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stochastic dominance
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convex analysis
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0.8122884631156921
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0.8031036853790283
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0.7841295003890991
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0.7819961905479431
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0.7812472581863403
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