Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures

DOI10.1007/s12190-023-01840-4MaRDI QIDQ6138351

Haodong Yu

Publication date: 5 September 2023

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

zbMATH Keywords

two-stage stochastic programmingconvex risk measuressubgradient algorithmscenario decompositionincremental constraint projection

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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