Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion |
scientific article; zbMATH DE number 6066866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion |
scientific article; zbMATH DE number 6066866 |
Statements
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (English)
0 references
16 August 2012
0 references
stochastic programming
0 references
SDDP
0 references
coherent risk measure
0 references
hydrothermal scheduling
0 references
0 references
0.93628037
0 references
0.9261809
0 references
0.9188486
0 references
0.9114791
0 references
0.9112593
0 references
0.9106778
0 references
0.9064357
0 references
0.90568244
0 references
0.90486926
0 references
