A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6379672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs |
scientific article; zbMATH DE number 6379672 |
Statements
A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (English)
0 references
12 December 2014
0 references
conditional value at risk
0 references
aggregation techniques
0 references
approximation methods
0 references
sample average approximation
0 references
0 references
0 references
0 references
0.8409155011177063
0 references
0.8244583010673523
0 references
0.7972647547721863
0 references
0.7919334769248962
0 references
0.7846298217773438
0 references
