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