Stochastic Combinatorial Optimization with Controllable Risk Aversion Level

Anthony Man-Cho So, Jiawei Zhang, Yinyu Ye. Stochastic Combinatorial Optimization with Controllable Risk Aversion Level. Math. Oper. Res., 34(3):522-537, 2009. [doi]

@article{SoZY09,
  title = {Stochastic Combinatorial Optimization with Controllable Risk Aversion Level},
  author = {Anthony Man-Cho So and Jiawei Zhang and Yinyu Ye},
  year = {2009},
  doi = {10.1287/moor.1090.0390},
  url = {http://dx.doi.org/10.1287/moor.1090.0390},
  tags = {optimization},
  researchr = {https://researchr.org/publication/SoZY09},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {34},
  number = {3},
  pages = {522-537},
}