✦ LIBER ✦

Minimax and risk averse multistage stochastic programming

✍ Scribed by Alexander Shapiro

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Scenario decomposition of risk-averse mu

✍ Ricardo A. Collado, Dávid Papp, Andrzej Ruszczyński 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 796 KB

On a time consistency concept in risk av

✍ Alexander Shapiro 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 893 KB

Lectures on Stochastic Programming (Mode

✍ Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics ⚖ 583 KB

Risk-averse two-stage stochastic program

✍ Nilay Noyan 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 448 KB

Aggregation and discretization in multis

✍ Daniel Kuhn 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 493 KB

Stability, Approximation, and Decomposit

✍ Küchler, Christian 📂 Article 📅 2009 🏛 Vieweg+Teubner ⚖ 295 KB