Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse (Q4441950)
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scientific article; zbMATH DE number 2029284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse |
scientific article; zbMATH DE number 2029284 |
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Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse (English)
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19 January 2004
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stochastic programming
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mean-risk models
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mixed-integer optimization
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