Applying the minimum risk criterion in stochastic recourse programs

Computational Optimization and Applications

Volumn 24, Issue 2-3, 2003, Pages 267-287

  Riis, Morten ^a   Schultz, Rüdiger ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

Continuity; Risk aversion; Stability; Stochastic programming

Indexed keywords

ALGORITHMS; LINEAR PROGRAMMING; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING;

RISK AVERSION;

STOCHASTIC PROGRAMMING;

EID: 0037319403     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021862109131     Document Type: Article

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