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Risk Measures in Stochastic Programming and Robust Optimization Problems

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Authors and Affiliations

  1. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

    V. S. Kirilyuk

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  1. V. S. Kirilyuk
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Correspondence to V. S. Kirilyuk.

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Translated from Kibernetika i Sistemnyi Analiz, No. 6, November–December, 2015, pp. 46–59.

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Kirilyuk, V.S. Risk Measures in Stochastic Programming and Robust Optimization Problems. Cybern Syst Anal 51, 874–885 (2015). https://doi.org/10.1007/s10559-015-9780-3

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  • DOI: https://doi.org/10.1007/s10559-015-9780-3

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