Risk-Averse Stochastic Modeling and Optimization
Author:
Affiliation:
1. Industrial Engineering Program, Faculty of Engineering and Natural Sciences, Sabancı University, 34956 Istanbul, Turkey
Publisher
INFORMS
Reference76 articles.
1. Convexity and decomposition of mean-risk stochastic programs
2. Coherent Measures of Risk
3. Minimizing value-at-risk in single-machine scheduling
4. Generalized quantiles as risk measures
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