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  • Search: subject:"Dynamic Constrained Cutting Plane algorithm"
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Algorithm 1 Algorithmus 1 Cluster Lagrangean problem 1 Cluster analysis 1 Clusteranalyse 1 Dynamic Constrained Cutting Plane algorithm 1 Hedging 1 Mathematical programming 1 Mathematische Optimierung 1 Multistage stochastic mixed 0–1 optimization 1 Portfolio selection 1 Portfolio-Management 1 Progressive Hedging algorithm 1 Risikoaversion 1 Risk aversion 1 Stochastic process 1 Stochastischer Prozess 1 Subgradient method 1 Theorie 1 Theory 1 Time stochastic dominance risk averse measure 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Escudero, Laureano F. 1 Garín, María Araceli 1 Unzueta Inchaurbe, Aitziber 1
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Computers & operations research : and their applications to problems of world concern ; an international journal 1
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ECONIS (ZBW) 1
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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
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