Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123)
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scientific article; zbMATH DE number 6876578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR |
scientific article; zbMATH DE number 6876578 |
Statements
Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (English)
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30 May 2018
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stochastic programming
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mixed-integer multi-stage stochastic programming
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dynamic measures of risk
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CVaR
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bounding
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0.92209536
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0.92111415
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0.9171339
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0.9148378
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0.9145042
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0.9142862
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0.9133932
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0.9131006
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0.9119664
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