Constraint generation for risk averse two-stage stochastic programs
R. Mínguez, W. van Ackooij, R. García-Bertrand
| Year of publication: |
2021
|
|---|---|
| Authors: | Mínguez, Roberto ; Ackooij, Wim van ; García-Bertrand, Raquel |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 1 (1.1.), p. 194-206
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| Subject: | CVaR | Decision analysis under uncertainty | Risk aversion, | Stochastic programming | Risikoaversion | Risk aversion | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.05.064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496548