Risk-averse stochastic path detection
Ricardo Collado, Stephan Meisel, Laura Priekule
| Year of publication: |
1 July 2017
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|---|---|
| Authors: | Collado, Ricardo ; Meisel, Stephan ; Priekule, Laura |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 260.2017, 1 (1.7.), p. 195-211
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| Subject: | OR in defense | Stochastic programming | Risk-averse optimization | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic 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.2016.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011697728