New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
type: Item
instance of: scholarly article
title: New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
zbMATH Open document ID: 1430.90443
author: Elena Fernández
author: Yolanda Hinojosa
author: Justo Puerto
author: Francisco Saldanha-da-Gama
published in: European Journal of Operational Research
publication date: 2019-03-28T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90B06
zbMATH DE Number: 7043898
zbMATH Keywords: transportation
zbMATH Keywords: stochastic mixed-integer programming
zbMATH Keywords: CVaR
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.02.010
OpenAlex ID: W2914795654
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DOI: 10.1016/J.EJOR.2019.02.010
description: scientific article; zbMATH DE number 7043898