Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (2015)

First Author: Fairbrother Jamie

Attributed to: Lancaster University - Equipment Account funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1511.03074

Publication URI: http://dx.doi.org/10.48550/arxiv.1511.03074

Type: Journal Article/Review

Parent Publication: arXiv e-prints