Solving stochastic programming problems with risk measures by progressive hedging (Q1711084)
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scientific article; zbMATH DE number 7002697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving stochastic programming problems with risk measures by progressive hedging |
scientific article; zbMATH DE number 7002697 |
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Solving stochastic programming problems with risk measures by progressive hedging (English)
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16 January 2019
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stochastic programming progressive hedging algorithm
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problem decomposition
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risk measures
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conditional value-at-risk
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