Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
Pu Huang; Dharmashankar Subramanian
| Year of publication: |
2012
|
|---|---|
| Authors: | Huang, Pu ; Subramanian, Dharmashankar |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 9.2012, 4, p. 441-458
|
| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009657603