Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk |
scientific article |
Statements
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (English)
0 references
15 June 2020
0 references
stochastic programming
0 references
mean-risk models
0 references
conditional value-at-risk
0 references
mixed-integer recourse
0 references
convex approximations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
