SDDP for multistage stochastic linear programs based on spectral risk measures
Vincent Guigues; Werner Römisch
| Year of publication: |
2012
|
|---|---|
| Authors: | Guigues, Vincent ; Römisch, Werner |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 40.2012, 5, p. 313-318
|
| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process |
| 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://www.econbiz.de/10009613830