Robust two-stage stochastic linear optimization with risk aversion
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Publication:1752187
DOI10.1016/j.ejor.2016.06.017zbMath1394.90449MaRDI QIDQ1752187
Publication date: 24 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11937/52343
stochastic programming; semidefinite programming; robust optimization; conditional value-at-risk; uncertainty modeling
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