Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse

✍ Scribed by Schultz, Rüdiger; Tiedemann, Stephan

• Book ID: 118205083
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2003
• Tongue: English
• Weight: 276 KB
• Volume: 14
• Category: Article
• ISSN: 1052-6234
• DOI: 10.1137/s1052623402410855