Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
Year of publication: |
2016
|
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Authors: | Zhang, Weini ; Rahimian, Hamed ; Bayraksan, Güzin |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 28.2016, 3, p. 385-404
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Subject: | stochastic programming | nested Benders decomposition | risk-averse optimization | CVaR | water resources | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Risikoaversion | Risk aversion | Wasserversorgung | Water supply |
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