Stochastic Combinatorial Optimization with Controllable Risk Aversion Level (Q5895001)
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scientific article; zbMATH DE number 5881647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Combinatorial Optimization with Controllable Risk Aversion Level |
scientific article; zbMATH DE number 5881647 |
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Stochastic Combinatorial Optimization with Controllable Risk Aversion Level (English)
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27 April 2011
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stochastic optimization
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risk measure
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sample average approximation (SAA)
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approximation algorithm
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combinatorial optimization
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