New algorithmic framework for conditional value at risk : application to stochastic fixed-charge transportation
Elena Fernández, Yolanda Hinojosa, Justo Puerto, Francisco Saldanha-da-Gama
| Year of publication: |
2019
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|---|---|
| Authors: | Fernández, Elena ; Hinojosa, Yolanda ; Puerto, Justo ; Saldanha-da-Gama, Francisco |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 1 (16.8.), p. 215-226
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| Subject: | Transportation | Stochastic mixed-integer programming | CVaR | Risikomaß | Risk measure | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Ganzzahlige Optimierung | Integer programming | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.02.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012014841