A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404)
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scientific article; zbMATH DE number 6013626
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| English | A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure |
scientific article; zbMATH DE number 6013626 |
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A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (English)
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9 March 2012
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conditional value-at-risk
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sample average approximation
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smoothing method
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0.8744635581970215
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0.8596870303153992
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0.8259609937667847
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0.8202979564666748
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