Risk management for mathematical optimization under uncertainty
Larraitz Aranburu, Laureano F. Escudero, M. Araceli Garín, María Merino y Gloria Pérez
| 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 |
| Extent: | 1 Online-Ressource (circa 20 Seiten) Illustrationen |
|---|---|
| Series: | Biltoki : documentos de trabajo. - Bilbao : [Verlag nicht ermittelbar], ZDB-ID 2225876-0. - Vol. D.T. 2016, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10810/18875 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800431