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Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion.

Dimitris BertsimasXuan Vinh DoanKarthik NatarajanChung-Piaw Teo
Published in: Math. Oper. Res. (2010)
Keyphrases
  • optimization problems
  • risk aversion
  • probabilistic model
  • optimization methods
  • risk neutral
  • computational complexity
  • evolutionary algorithm
  • multi objective
  • cost function
  • worst case
  • non stationary
  • stochastic model