Risk-Averse Optimization for Resilience Enhancement of Complex Engineering Systems under Uncertainties.

Jiaxin Wu Pingfeng Wang

Published in: CoRR (2020)

Keyphrases

complex engineering systems
risk averse
stochastic programming
computational intelligence
risk neutral
risk aversion
utility function
decision makers
optimization method
optimization problems
optimization algorithm
probability distribution
multistage
optimization methods
robust optimization
portfolio management