Conditional value-at-risk in stochastic programs with mixed-integer recourse
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Publication:2583132
DOI10.1007/s10107-005-0658-4zbMath1085.90042OpenAlexW2127923765MaRDI QIDQ2583132
Rüdiger Schultz, Stephan Tiedemann
Publication date: 13 January 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/8976
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Uses Software
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