A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms (Q5149518)
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scientific article; zbMATH DE number 7309368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms |
scientific article; zbMATH DE number 7309368 |
Statements
A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms (English)
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11 February 2021
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progressive hedging algorithm
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risk-aversion
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stochastic optimization
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