Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR

DOI10.1016/j.ejor.2017.10.038zbMath1403.90538OpenAlexW2771052182MaRDI QIDQ1754123

Özlem Çavuş, M. Selim Akturk, Ali Irfan Mahmutogullari

Publication date: 30 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/49868

zbMATH Keywords

stochastic programmingCVaRdynamic measures of riskboundingmixed-integer multi-stage stochastic programming

Mathematics Subject Classification ID

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