A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938)
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scientific article; zbMATH DE number 6379672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs |
scientific article; zbMATH DE number 6379672 |
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A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (English)
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12 December 2014
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conditional value at risk
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aggregation techniques
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approximation methods
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sample average approximation
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