Browsing Produção Intelectual em Bases Externas by Title "Risk-averse feasible policies for large-scale multistage stochastic linear programs"

Now showing items 1-1 of 1

Risk-averse feasible policies for large-scale multistage stochastic linear programs

Guigues, Vincent Gérard Yannick; Sagastizábal, Claudia
2013-04

We consider risk-averse formulations of stochastic linear programs having a structure that is common in real-life applications. Specifically, the optimization problem corresponds to controlling over a certain horizon a ...