Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s10479-021-04388-3 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Convexity and decomposition of mean-risk stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A scenario decomposition algorithm for 0-1 stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk management for forestry planning under uncertainty in demand and prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improving the Integer L-Shaped Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3245701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partitioning procedures for solving mixed-variables programming problems. Reprint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation bounds in stochastic linear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polyhedral results for the precedence-constrained knapsack problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual decomposition in stochastic integer programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3988807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximating the Stochastic Knapsack Problem: The Benefit of Adaptivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenarios for multistage stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structure of risk-averse multistage stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polyhedral Risk Measures in Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handling CVaR objectives and constraints in two-stage stochastic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cutting Planes for Multistage Stochastic Integer Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate minimization algorithms for the 0/1 knapsack and subset-sum problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Online Minimization Knapsack Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A branch-and-bound method for multistage stochastic integer programs with risk objectives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario tree reduction for multistage stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shortest-path network interdiction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities / 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: New Formulations for Optimization under Stochastic Dominance Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for Stochastic Linear Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds in multistage linear stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic bounds in multistage mixed-integer stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds and Approximations for Multistage Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4377043 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty / 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: Lifting cover inequalities for the precedence-constrained knapsack problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2724706 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic generation of scenario trees / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hierarchy of bounds for stochastic mixed-integer programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Scalable Bounding Method for Multistage Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in Two-Stage Stochastic Integer Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse / 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: Q5292091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk neutral and risk averse stochastic dual dynamic programming method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic dual dynamic integer programming / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10479-021-04388-3 / rank
 
Normal rank

Latest revision as of 22:56, 16 December 2024

scientific article
Language Label Description Also known as
English
Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
scientific article

    Statements

    Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (English)
    0 references
    20 January 2022
    0 references
    stage-\(t\) scenario dominance
    0 references
    partial ordering of scenarios
    0 references
    time-consistent mean-risk multi-stage stochastic mixed-integer programs
    0 references
    risk-averse
    0 references
    conditional value-at-risk (CVaR)
    0 references
    stochastic dynamic knapsack problem
    0 references
    cutting planes
    0 references
    bounds
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references