Structure of risk-averse multistage stochastic programs
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Cited in
(33)- scientific article; zbMATH DE number 5713490 (Why is no real title available?)
- Multilevel optimization modeling for risk-averse stochastic programming
- Stochastic decision problems with multiple risk-averse agents
- Special issue: topics in stochastic programming
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- On a time consistency concept in risk averse multistage stochastic programming
- Minimax and risk averse multistage stochastic programming
- Financial optimization: optimization paradigms and financial planning under uncertainty
- Risk assessment and optimal scheduling of serial projects
- Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures
- Dual SDDP for risk-averse multistage stochastic programs
- Testing the structure of multistage stochastic programs
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- Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
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