Stochastic programming approach to optimization under uncertainty (Q995788)
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scientific article; zbMATH DE number 5189155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic programming approach to optimization under uncertainty |
scientific article; zbMATH DE number 5189155 |
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Stochastic programming approach to optimization under uncertainty (English)
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10 September 2007
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Two and multistage stochastic programming
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Complexity
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Monte Carlo sampling
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Sample average approximation method
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Coherent risk measures
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Dynamic programming
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Conditional risk mappings
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