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Robust multicriteria risk-averse stochastic programming models.

Xiao LiuSimge KüçükyavuzNilay Noyan
Published in: Ann. Oper. Res. (2017)
Keyphrases
  • stochastic programming
  • risk averse
  • multistage
  • robust optimization
  • risk neutral
  • linear program
  • utility function
  • decision makers
  • case based reasoning
  • optimization problems
  • linear programming
  • expected utility