Scenario decomposition of risk-averse multistage stochastic programming problems
Ricardo A. Collado; Dávid Papp; Andrzej Ruszczyski
| Year of publication: |
2012
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|---|---|
| Authors: | Collado, Ricardo A. ; Papp, Dávid ; Ruszczyski, Andrzej |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 200.2012, p. 147-170
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| Subject: | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikoaversion | Risk aversion | Dynamische Optimierung | Dynamic programming | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009688659