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Stochastic Programming of Time-Consistent Extensions of AVaR (Q2934467)

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Stochastic Programming of Time-Consistent Extensions of AVaR
scientific article

    Statements

    title
    Stochastic Programming of Time-Consistent Extensions of AVaR (English)
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    author
    M. Densing
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    publication date
    12 December 2014
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    zbMATH Keywords
    multistage stochastic programming
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    mean risk optimization
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    Identifiers

    DOI
    10.1137/130905046
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    zbMATH DE Number
    6380341
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    OpenAlex ID
    W2074098159
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