Multilevel optimization modeling for risk-averse stochastic programming (Q2806871)

From MaRDI portal





scientific article; zbMATH DE number 6582453
Language Label Description Also known as
English
Multilevel optimization modeling for risk-averse stochastic programming
scientific article; zbMATH DE number 6582453

    Statements

    0 references
    0 references
    0 references
    19 May 2016
    0 references
    optimization modeling
    0 references
    risk modeling
    0 references
    coherent risk measures
    0 references
    stochastic programming
    0 references
    time consistency
    0 references
    multilevel optimization
    0 references
    bilevel programming
    0 references
    computational complexity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Multilevel optimization modeling for risk-averse stochastic programming (English)
    0 references

    Identifiers