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two stage stochastic optimization with risk measures and risk aversity

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Authors
Sun, Jie
Date
2013
Type
Conference Paper

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Sun, J. 2013. Two stage stochastic optimization with risk measures and risk aversity, in Proceedings of the 9th International Conference on Optimization: Techniques and Applications (ICOTA 9), Dec 12-16 2013. Taipei, Taiwan: National Taiwan University of Science and Technology.
Source Title
Proceedings from The 9th International Conference on Optimization: Techniques and Applications (ICOTA) 2013
Source Conference
9th International Conference on Optimization: Techniques and Applications (ICOTA) 2013
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