Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty (Q2830943)
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scientific article; zbMATH DE number 6646292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty |
scientific article; zbMATH DE number 6646292 |
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1 November 2016
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stochastic programming
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nested benders decomposition
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risk-averse optimization
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CVaR
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water resources
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Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty (English)
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