Multilevel Optimization Modeling for Risk-Averse Stochastic Programming
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Publication:2806871
DOI10.1287/ijoc.2015.0665zbMath1338.90281OpenAlexW2253252141MaRDI QIDQ2806871
Deniz Eskandani, Jingnan Fan, Jonathan Eckstein
Publication date: 19 May 2016
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/31522b6d39a65d00186437abf9563beba388e646
computational complexitystochastic programmingcoherent risk measuresbilevel programmingmultilevel optimizationtime consistencyrisk modelingoptimization modeling
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