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"Scenario reduction for stochastic programs with Conditional Value-at-Risk."

Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli (2018)

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DOI: 10.1007/S10107-018-1298-9

access: closed

type: Journal Article

metadata version: 2018-07-10

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Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli:
Scenario reduction for stochastic programs with Conditional Value-at-Risk. Math. Program. 170(1): 327-356 (2018)

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