Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
type: Item
instance of: scholarly article
title: Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
zbMATH Open document ID: 1403.90538
author: Özlem Çavuş
author: Ali Irfan Mahmutogullari
author: M. Selim Aktürk
published in: European Journal of Operational Research
publication date: 2018-05-30T00:00:00Z
full work available at URL: http://hdl.handle.net/11693/49868
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6876578
zbMATH Keywords: stochastic programming
zbMATH Keywords: mixed-integer multi-stage stochastic programming
zbMATH Keywords: dynamic measures of risk
zbMATH Keywords: CVaR
zbMATH Keywords: bounding
MaRDI profile type: Publication
OpenAlex ID: W2771052182
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DOI: 10.1016/J.EJOR.2017.10.038
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description: scientific article; zbMATH DE number 6876578