10 search results - page 1 / 2 » Models for Minimax Stochastic Linear Optimization Problems w... |
MOR
2010
13 years 3 months ago
2010
IOR
2011
12 years 11 months ago
2011
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
EOR
2007
13 years 4 months ago
2007
We analyze an extension of the classical multi-period, single-item, linear cost inventory problem where the objective function is a coherent risk measure. Properties of coherent r...
MP
2008
13 years 4 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
IJCAI
2007
13 years 6 months ago
2007
We investigate search problems under risk in statespace graphs, with the aim of finding optimal paths for risk-averse agents. We consider problems where uncertainty is due to the...