Decision rule approximations for the risk averse reservoir management problem.

Charles Gauvin Erick Delage Michel Gendreau

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

decision rules
risk averse
risk neutral
portfolio management
rough sets
decision makers
utility function
statistical decision theory
risk aversion
decision trees
stochastic programming
decision making
expected utility
graphical models
rough approximations
machine learning
data mining