Multilevel optimization modeling for risk-averse stochastic programming
Year of publication: |
2016
|
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Authors: | Eckstein, Jonathan ; Eskandani, Deniz ; Fan, Jingnan |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 28.2016, 1, p. 112-128
|
Subject: | optimization modeling | risk modeling | coherent risk measures | stochastic programming | time consistency | multilevel optimization | bilevel programming | computational complexity | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management |
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