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Search: subject:"Cluster Lagrangean problem"
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Algorithm
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Algorithmus
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Cluster Lagrangean problem
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Cluster analysis
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Clusteranalyse
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Hedging
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Mathematical programming
2
Mathematische Optimierung
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Stochastic process
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Stochastischer Prozess
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Subgradient method
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Theorie
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Theory
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Dynamic Constrained Cutting Plane algorithm
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Dynamic constrained cutting plane scheme
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Lagrangean progressive hedging algorithm
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Multistage stochastic integer optimization
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Multistage stochastic mixed 0–1 optimization
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Portfolio selection
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Portfolio-Management
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Progressive Hedging algorithm
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Risikoaversion
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Risk aversion
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Time stochastic dominance risk averse measure
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Volume algorithm
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English
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Escudero, Laureano F.
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Garín, María Araceli
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Unzueta Inchaurbe, Aitziber
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
Escudero, Laureano F.
;
Garín, María Araceli
;
Unzueta …
- In:
Computers & operations research : and their …
85
(
2017
),
pp. 154-171
Persistent link: https://www.econbiz.de/10011713905
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2
Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.
;
Garín, María Araceli
;
Unzueta …
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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