Solving stochastic linear programs with a single risk constraint. Coherent distortion risk measures are used.
| Version: | 1.0.4 |
| Published: | 2011-11-03 |
| Author: | Pavel Bazovkin |
| Maintainer: | Pavel Bazovkin <econometrics at russia.ru> |
| License: | GPL-2 |
| CRAN checks: | StochaTR results |
| Package source: | StochaTR_1.0.4.tar.gz |
| MacOS X binary: | StochaTR_1.0.4.tgz |
| Windows binary: | StochaTR_1.0.4.zip |
| Reference manual: | StochaTR.pdf |
| Old sources: | StochaTR archive |