Minimax and risk averse multistage stochastic programming
Year of publication: |
2012
|
---|---|
Authors: | Shapiro, Alexander |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 219.2012, 3, p. 719-726
|
Publisher: |
Elsevier |
Subject: | Stochastic programming | Dynamic equations | Robust optimization | Coherent risk measures | Risk averse stochastic optimization | Problem of moments |
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