Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651)
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scientific article; zbMATH DE number 6125692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario decomposition of risk-averse multistage stochastic programming problems |
scientific article; zbMATH DE number 6125692 |
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Scenario decomposition of risk-averse multistage stochastic programming problems (English)
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15 January 2013
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dynamic measures of risk
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duality
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decomposition
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bundle methods
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