Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926): Difference between revisions

@@ Property / describes a project that uses @@
+CPLEX
@@ Property / describes a project that uses: CPLEX / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+SUTIL
@@ Property / describes a project that uses: SUTIL / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s12532-015-0088-0
+Normal rank
@@ Property / OpenAlex ID @@
+W974410315
@@ Property / OpenAlex ID: W974410315 / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity and decomposition of mean-risk stochastic programs
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q3844775
@@ Property / cites work: Q3844775 / rank @@
+Normal rank
@@ Property / cites work @@
+Level bundle methods for oracles with on-demand accuracy
+Normal rank
@@ Property / cites work @@
+Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study
+Normal rank
@@ Property / cites work @@
+Stochastic decomposition. A statistical method for large scale stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Decomposition algorithms for stochastic programming on a computational grid
+Normal rank
@@ Property / cites work @@
+Deviation measures in linear two-stage stochastic programming
+Normal rank
@@ Property / cites work @@
+The empirical behavior of sampling methods for stochastic programming
+Normal rank
@@ Property / cites work @@
+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
+Normal rank
@@ Property / cites work @@
+On deviation measures in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic programming with integer variables
@@ Property / cites work: Stochastic programming with integer variables / rank @@
+Normal rank
@@ Property / cites work @@
+Q5258693
@@ Property / cites work: Q5258693 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
+Normal rank
@@ Property / cites work @@
+Conditional value-at-risk in stochastic programs with mixed-integer recourse
+Normal rank
@@ Property / cites work @@
+On a Class of Minimax Stochastic Programs
@@ Property / cites work: On a Class of Minimax Stochastic Programs / rank @@
+Normal rank