Minimax and risk averse multistage stochastic programming
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Publication:1926691
DOI10.1016/j.ejor.2011.11.005zbMath1253.90181OpenAlexW2136013738MaRDI QIDQ1926691
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.005
stochastic programmingrobust optimizationcoherent risk measuresdynamic equationsproblem of momentsrisk averse stochastic optimization
Related Items (28)
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