|
|||||
|
|
Applying the Minimum Risk Criterion in Stochastic Recourse Programs |
|
| Authors: | Morten Riis Rüdiger Schultz |
| Affiliation: | (1) Department of Operations Research, University of Aarhus, Building 530, Ny Munkegade, DK—8000 Århus C, Denmark;(2) Institute of Mathematics, Gerhard-Mercator University Duisburg, Lotharstraße 65, D—47048 Duisburg, Germany |
| Abstract: | |
| Keywords: | stochastic programming risk aversion continuity stability |
| 本文献已被 SpringerLink 等数据库收录！ | |
