Stochastic Combinatorial Optimization with Controllable Risk Aversion Level

DOI10.1287/moor.1090.0390zbMath1218.90146OpenAlexW2097359823MaRDI QIDQ5895001

Anthony Man-Cho So, Yinyu Ye, Jia-Wei Zhang

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1090.0390

zbMATH Keywords

stochastic optimizationcombinatorial optimizationapproximation algorithmrisk measuresample average approximation (SAA)

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Stochastic programming (90C15) Combinatorial optimization (90C27) Approximation algorithms (68W25)

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