| 2006 | ||
|---|---|---|
| j2 | Rüdiger Schultz, Stephan Tiedemann: Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. Math. Program. 105(2-3): 365-386 (2006) | |
| 2003 | ||
| j1 | Rüdiger Schultz, Stephan Tiedemann: Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse. SIAM Journal on Optimization 14(1): 115-138 (2003) | |
| 1 | Rüdiger Schultz |
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