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Use of Conditional Value-at-Risk in Stochastic Programs with Poorly Defined Distributions1 Pavlo Krokhmal Department of Industrial and Systems Engineering University of Florida
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Document Date: 2013-06-15 17:47:09

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Systems Engineering University / /

IndustryTerm

realistic solution / integer optimal solutions / risk management / greedy algorithm / area search / /

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Poorly Defined Distributions1 Pavlo Krokhmal Department of Industrial / Air Force / University of Florida / robert.murphey@eglin.af.mil Panos Pardalos Department of Industrial / Department of Industrial / /

Person

Stanislav Uryasev / Robert Murphey / Pavlo Krokhmal / /

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Pentax K-x Digital Camera / /

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K / /

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Florida / /

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ufl / /

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greedy algorithm / be solved using a greedy algorithm / /

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