Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
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Publication:4441950
DOI10.1137/S1052623402410855zbMath1043.90059MaRDI QIDQ4441950
Stephan Tiedemann, Rüdiger Schultz
Publication date: 19 January 2004
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Stochastic programming (90C15)
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