Handling CVaR objectives and constraints in two-stage stochastic models (Q932208)
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scientific article; zbMATH DE number 5299395
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| English | Handling CVaR objectives and constraints in two-stage stochastic models |
scientific article; zbMATH DE number 5299395 |
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Handling CVaR objectives and constraints in two-stage stochastic models (English)
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10 July 2008
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stochastic programming
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finance
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convex programming
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decomposition methods
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0.7583999633789062
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0.7476866841316223
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0.7429671287536621
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0.7402583360671997
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0.7334581017494202
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