Two-stage stochastic hierarchical multiple risk problems: Models and algorithms (Q2390998): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Scenario modeling for the management of international bond portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partitioning procedures for solving mixed-variables programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3907412 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: The integer \(L\)-shaped method for stochastic integer programs with complete recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Airline network revenue management by multistage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applying the minimum risk criterion in stochastic recourse programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hierarchy of Relaxations between the Continuous and Convex Hull Representations for Zero-One Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hierarchy of relaxations and convex hull characterizations for mixed- integer zero-one programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exploiting Special Structures in Constructing a Hierarchy of Relaxations for 0-1 Mixed Integer Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic integer programming approach to solving a synchronous optical network ring design problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic models for fixed-income portfolio management under uncertainty / rank
 
Normal rank

Latest revision as of 19:25, 1 July 2024

scientific article
Language Label Description Also known as
English
Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
scientific article

    Statements

    Two-stage stochastic hierarchical multiple risk problems: Models and algorithms (English)
    0 references
    0 references
    0 references
    24 July 2009
    0 references
    risk management
    0 references
    risk threshold
    0 references
    Benders' partitioning
    0 references
    reformulation-linearization technique
    0 references

    Identifiers