On Solving Multistage Stochastic Programs with Coherent Risk Measures (Q5166260)
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scientific article; zbMATH DE number 6308818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Solving Multistage Stochastic Programs with Coherent Risk Measures |
scientific article; zbMATH DE number 6308818 |
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On Solving Multistage Stochastic Programs with Coherent Risk Measures (English)
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26 June 2014
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dynamic programming
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stochastic programming
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energy
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coherent risk measure
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