Quadratic two-stage stochastic optimization with coherent measures of risk
A new scheme to cope with two-stage stochastic optimization problems uses a risk measure as the objective function of the recourse action, where the risk measure is defined as the worst-case expected values over a set of constrained distributions. This paper develops an approach to deal with the cas...
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| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2018
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/5155 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6154/viewcontent/QuadraticTwo_stageStochasticOptimizationCoherent_2017_afv.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |