Evaluating policies in risk-averse multi-stage stochastic programming (Q494328)
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scientific article; zbMATH DE number 6477214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating policies in risk-averse multi-stage stochastic programming |
scientific article; zbMATH DE number 6477214 |
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Evaluating policies in risk-averse multi-stage stochastic programming (English)
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31 August 2015
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multi-stage stochastic programming
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stochastic dual dynamic programming
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importance sampling
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risk-averse optimization
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