Time consistent expected mean-variance in multistage stochastic quadratic optimization a model and a matheuristic

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Veröffentlicht in:Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1. Verfasser: Aldasoro, Unai (VerfasserIn)
Pages:280
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Merino, María$BVerfasserIn$4aut > Pérez, Gloria$BVerfasserIn$4aut > Branch-and-Fix Coordination > Expected Conditional Risk Measures > Matheuristic algorithms > McCormick relaxation > Multistage stochastic optimization > Quadratic mixed 0-1 programming > Production planning > Time consistent risk aversion > Aufsatz im Buch
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