Browsing by Subject "Conditional Value at Risk"
Now showing items 1-2 of 2
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(2017-07-26)In this dissertation, we provide novel parametrization procedures for water-flooding production optimization problems, using polynomial approximation techniques. The methods project the original infinite dimensional controls ...
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(2019-11-20)Mean-risk stochastic linear programming provides a framework for controlling cost variability in problems involving sequential decision making under uncertainty. It goes beyond the classical expected value framework by ...