Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Created claim: Wikidata QID (P12): Q127284519, #quickstatements; #temporary_batch_1721940658196
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Convexity and decomposition of mean-risk stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A finite branch-and-bound algorithm for two-stage stochastic integer programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-averse two-stage stochastic programs in furniture plants / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic network models for logistics planning in disaster relief / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improving the Integer L-Shaped Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic programming approach for the optimal management of aggregated distributed energy resources / rank
 
Normal rank
Property / cites work
 
Property / cites work: The value function of a mixed integer program. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual decomposition in stochastic integer programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity theorems in integer linear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Heavy-Tailed and Subexponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some polyhedra related to combinatorial problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Supply chain network design under uncertainty: a comprehensive review and future research directions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple integer recourse models: convexity and convex approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Sample Average Approximation Method for Stochastic Discrete Optimization / 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: Stochastic Dominance and Expected Utility: Survey and Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic programming with simple integer recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean-risk mixed integer nonlinear program for transportation network protection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds on the Expectation of a Convex Function of a Multivariate Random Variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-averse two-stage stochastic programming with an application to disaster management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving stochastic programming problems with risk measures by progressive hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound / rank
 
Normal rank
Property / cites work
 
Property / cites work: Total variation bounds on the expectation of periodic functions with applications to recourse approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional value-at-risk in stochastic programs with mixed-integer recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reverse logistics network design and planning utilizing conditional value at risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective location models for sorting recyclables in public management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex approximations for complete integer recourse models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex approximations for a class of mixed-integer recourse models / 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: Lifting projections of convex polyhedra / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127284519 / rank
 
Normal rank

Latest revision as of 21:52, 25 July 2024

scientific article
Language Label Description Also known as
English
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
scientific article

    Statements

    Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (English)
    0 references
    0 references
    0 references
    15 June 2020
    0 references
    stochastic programming
    0 references
    mean-risk models
    0 references
    conditional value-at-risk
    0 references
    mixed-integer recourse
    0 references
    convex approximations
    0 references

    Identifiers