Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267)
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scientific article; zbMATH DE number 6160898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse feasible policies for large-scale multistage stochastic linear programs |
scientific article; zbMATH DE number 6160898 |
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Risk-averse feasible policies for large-scale multistage stochastic linear programs (English)
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6 May 2013
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stochastic programming
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chance constraints
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CVaR
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interstage dependence
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dynamic programming
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