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  • Search: subject:"risk-averse 0-1 stochastic programs"
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Algorithm 1 Algorithmus 1 Decomposition method 1 Dekompositionsverfahren 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikoaversion 1 Risikomaß 1 Risk 1 Risk aversion 1 Risk measure 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 conditional value-at-risk (CVaR) 1 distributed algorithms 1 dual decomposition 1 minimax optimization 1 parallel computing 1 risk-averse 0-1 stochastic programs 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ahmed, Shabbir 1 Deng, Yan 1 Shen, Siqian 1
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INFORMS journal on computing : JOC 1
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Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan; Ahmed, Shabbir; Shen, Siqian - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 90-105
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011848149
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