Risk-averse feasible policies for large-scale multistage stochastic linear programs
type: Item
instance of: scholarly article
title: Risk-averse feasible policies for large-scale multistage stochastic linear programs
zbMATH Open document ID: 1266.90135
author: Yanyan Li
published in: Mathematical Programming. Series A. Series B
publication date: 2013-05-06T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6160898
zbMATH Keywords: stochastic programming
zbMATH Keywords: chance constraints
zbMATH Keywords: CVaR
zbMATH Keywords: interstage dependence
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
full work available at URL: s10107-012-0592-1
OpenAlex ID: W1988404040
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DOI: 10.1007/S10107-012-0592-1
description: scientific article; zbMATH DE number 6160898