Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1436-4646

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk ; day:9 ; month:9 ; year:2019 ; pages:1-35
Mathematical programming ; (9.9.2019), 1-35

Creator: Beesten, E. Ruben van
Romeijnders, Ward

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10107-019-01428-6

URN: urn:nbn:de:101:1-2020012417490150986685

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 11:00 AM CEST

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Beesten, E. Ruben van
Romeijnders, Ward
SpringerLink (Online service)

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Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk

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