Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
Year of publication: |
2012
|
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Authors: | Philpott, A. B. ; Matos, V. L. de |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 218.2012, 2 (16.4.), p. 470-483
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion | Stichprobenerhebung | Sampling |
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