Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures (Q3592845)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures |
scientific article |
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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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