Convexity and decomposition of mean-risk stochastic programs
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Publication:2492670
DOI10.1007/s10107-005-0638-8zbMath1134.90025MaRDI QIDQ2492670
Publication date: 14 June 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-005-0638-8
computational complexity; stochastic programming; decomposition; cutting plane algorithms; mean-risk objectives
90C15: Stochastic programming
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Uses Software
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