Stochastic combinatorial optimization with controllable risk aversion level
Anthony Man-Cho So; Jiawei Zhang; Yinyu Ye
| Year of publication: |
2009
|
|---|---|
| Authors: | So, Anthony Man-Cho ; Zhang, Jiawei ; Ye, Yinyu |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 34.2009, 3, p. 522-537
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| Subject: | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Scheduling-Verfahren | Scheduling problem | Tourenplanung | Vehicle routing problem | Kontrolltheorie | Control theory | Markov-Kette | Markov chain |
| 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/10003892392