Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
Year of publication: |
2011
|
---|---|
Authors: | Miller, Naomi ; Ruszczynski, Andrzej |
Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 59.2011, 1, p. 125-133
|
Saved in:
Saved in favorites
Similar items by person
-
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
Miller, Naomi, (2008)
-
Single parents by choice : a growing trend in family life
Miller, Naomi, (1992)
-
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
Miller, Naomi, (2008)
- More ...