Robust two-stage stochastic linear optimization with risk aversion
Aifan Ling, Jie Sun, Naihua Xiu, Xiaoguang Yang
| Year of publication: |
1 January 2017
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| Authors: | Ling, Aifan ; Sun, Jie ; Xiu, Naihua ; Yang, Xiaoguang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 1 (1.1.), p. 215-229
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| Subject: | Uncertainty modeling | Stochastic programming | Robust optimization | Conditional value-at-risk | Semidefinite programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Risikomaß | Risk measure | Risikoaversion | Risk aversion | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.06.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011611260