Risk objectives in two-stage stochastic programming models (Q3604336)
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scientific article; zbMATH DE number 5511106
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| English | Risk objectives in two-stage stochastic programming models |
scientific article; zbMATH DE number 5511106 |
Statements
24 February 2009
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two-stage stochastic programs
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polyhedral risk objectives
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robustness
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contamination
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bond portfolio management problem
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0.8417080044746399
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0.821739912033081
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0.8145397305488586
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0.7949784398078918
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0.7932262420654297
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