Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351)
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scientific article; zbMATH DE number 7734334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures |
scientific article; zbMATH DE number 7734334 |
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Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (English)
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5 September 2023
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two-stage stochastic programming
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convex risk measures
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scenario decomposition
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subgradient algorithm
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incremental constraint projection
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