Login / Signup

Strong convexity in risk-averse stochastic programs with complete recourse.

Matthias ClausRüdiger SchultzKai Spürkel
Published in: Comput. Manag. Sci. (2018)
Keyphrases
  • risk averse
  • stochastic programming
  • risk neutral
  • multistage
  • risk aversion
  • utility function
  • portfolio management
  • linear program
  • decision making
  • robust optimization
  • cost function
  • linear programming