Decision rule approximations for the risk averse reservoir management problem
Year of publication: |
16 August 2017
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Authors: | Gauvin, Charles ; Delage, Erick ; Gendreau, Michel |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 261.2017, 1 (16.8.), p. 317-336
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Subject: | Stochastic programming | Robust optimization | Risk analysis | OR in energy | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikoaversion | Risk aversion | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung unter Risiko | Decision under risk |
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