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  Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
 
 
Title: Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
Author: van Beesten, E. Ruben
Romeijnders, Ward
Appeared in: Mathematical programming
Paging: Volume 181 () nr. 2 pages 473-507
Year: 2019-09-09
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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