Pages that link to "Item:Q320900"
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The following pages link to Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900):
Displaying 12 items.
- On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems (Q721958) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem (Q1755235) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- Two-stage distributionally robust optimization model for a pharmaceutical cold supply chain network design problem (Q6495410) (← links)
