Výsledky vyhledávání - "Dynamic Constrained Cutting Plane algorithm"
-
1
Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
ISSN: 0305-0548, 1873-765X, 0305-0548Vydáno: New York Elsevier Ltd 01.09.2017Vydáno v Computers & operations research (01.09.2017)“…•A Multistage scenario Cluster Dualization and Lagrangean Relaxation is presented.•Time Stochastic Dominance (TSD) risk averse measure is…”
Získat plný text
Journal Article