Risk averse shortest paths : a computational study
Renaud Chicoisne, Fernando Ordóñez, Daniel Espinoza
| Year of publication: |
2018
|
|---|---|
| Authors: | Chicoisne, Renaud ; Ordóñez, Fernando ; Espinoza, Daniel |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 30.2018, 3, p. 539-553
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| Subject: | stochastic shortest path | sample average approximation | conditional value at risk | entropic risk measure | aggregation methods | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2017.0795 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011948091