Risk management for mathematical optimization under uncertainty
Year of publication: |
[2016]
|
---|---|
Authors: | Aranburu Laka, Larraitz ; Escudero, Laureano F. ; Garín, María Araceli ; Merino, María ; Pérez, Gloría |
Publisher: |
Bilbao : Universidad del País Vasco, Facultad de ciencias económicas |
Subject: | Multistage stohasti mixed 0-1 optimization | senario analysis | mixed 0-1Deterministic Equivalent Model | risk aversion measures, | senario immunization | VaR | CVAR | mean-risk | stohastic dominane constraints | Wahrscheinlichkeitsrechnung | Probability theory |
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