Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928)
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scientific article; zbMATH DE number 7026358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs |
scientific article; zbMATH DE number 7026358 |
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Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (English)
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20 February 2019
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bounds
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barycentric approximations
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first-order stochastic dominance
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convex stochastic dominance
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risk measures
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multistage stochastic programs
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