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

Crossref DOI link: https://doi.org/10.1007/s10107-018-1298-9

Published Online: 2018-05-16

Published Print: 2018-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Arpón, Sebastián

Homem-de-Mello, Tito https://orcid.org/0000-0002-2044-3306
Pagnoncelli, Bernardo
Funding

Funding for this research was provided by:

FONDECYT (1171145)
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Text and Data Mining valid from 2018-05-16
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Article History

Received: 5 February 2018

Accepted: 11 May 2018

First Online: 16 May 2018