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Stochastic decomposition for risk-averse two-stage stochastic linear programs (Q6667704)

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scientific article; zbMATH DE number 7971704
Language Label Description Also known as
English
Stochastic decomposition for risk-averse two-stage stochastic linear programs
scientific article; zbMATH DE number 7971704

    Statements

    title
    Stochastic decomposition for risk-averse two-stage stochastic linear programs (English)
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    author
    Prasad Parab
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    Lewis Ntaimo
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    publication date
    20 January 2025
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    zbMATH Keywords
    stochastic decomposition
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    sampling
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    mean-risk
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    deviation measures
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    quantile measures
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    cites work
    Q3844775
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    Q4830009
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    Identifiers

    zbMATH DE Number
    7971704
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