Cut generation for optimization problems with multivariate risk constraints (Q312669): Difference between revisions

@@ Property / DOI @@
-.1007/s10107-015-0953-7
@@ Property / DOI: 10.1007/s10107-015-0953-7 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C11
@@ Property / Mathematics Subject Classification ID: 90C11 / rank @@
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@@ Property / zbMATH DE Number @@
+6627810
@@ Property / zbMATH DE Number: 6627810 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic programming
@@ Property / zbMATH Keywords: stochastic programming / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate risk-aversion
@@ Property / zbMATH Keywords: multivariate risk-aversion / rank @@
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@@ Property / zbMATH Keywords @@
+conditional value-at-risk
@@ Property / zbMATH Keywords: conditional value-at-risk / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic dominance
@@ Property / zbMATH Keywords: stochastic dominance / rank @@
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@@ Property / zbMATH Keywords @@
+cut generation
@@ Property / zbMATH Keywords: cut generation / rank @@
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@@ Property / zbMATH Keywords @@
+convex hull
@@ Property / zbMATH Keywords: convex hull / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reverse concave set
@@ Property / zbMATH Keywords: reverse concave set / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10107-015-0953-7
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@@ Property / OpenAlex ID @@
+W158781985
@@ Property / OpenAlex ID: W158781985 / rank @@
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@@ Property / cites work @@
+Kusuoka representation of higher order dual risk measures
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@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Q3632460
@@ Property / cites work: Q3632460 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization with multivariate stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints
+Normal rank
@@ Property / cites work @@
+Multicriteria Optimization
@@ Property / cites work: Multicriteria Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Processing second-order stochastic dominance models using cutting-plane representations
+Normal rank
@@ Property / cites work @@
+Optimization with a class of multivariate integral stochastic order constraints
+Normal rank
@@ Property / cites work @@
+A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Sample average approximation of stochastic dominance constrained programs
+Normal rank
@@ Property / cites work @@
+Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
+Normal rank
@@ Property / cites work @@
+New Formulations for Optimization under Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Optimization with Multivariate Conditional Value-at-Risk Constraints
+Normal rank
@@ Property / cites work @@
+Relaxations of linear programming problems with first order stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
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@@ Property / DOI @@
+.1007/S10107-015-0953-7
@@ Property / DOI: 10.1007/S10107-015-0953-7 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:312669