Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Alexander Shapiro
| Year of publication: |
2021
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|---|---|
| Authors: | Shapiro, Alexander |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 1 (1.1.), p. 1-13
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| Subject: | Distributional robustness | Dynamic equations | Stochastic programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Robustes Verfahren | Robust statistics | Risikoaversion | Risk aversion | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.03.065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496519