Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (Q5131712)
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scientific article; zbMATH DE number 7271626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs |
scientific article; zbMATH DE number 7271626 |
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Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (English)
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9 November 2020
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risk-averse 0-1 stochastic programs
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conditional value-at-risk (CVaR)
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minimax optimization
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dual decomposition
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distributed algorithms
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parallel computing
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