Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
Rüdiger Schultz, Stephan TiedemannVolume:
105
Language:
english
Pages:
22
Journal:
Mathematical Programming
DOI:
10.1007/s10107-005-0658-4
Date:
February, 2006
File:
PDF, 238 KB
english, 2006