New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183): Difference between revisions

@@ Property / cites work @@
+Convexity and decomposition of mean-risk stochastic programs
+Normal rank
@@ Property / cites work @@
+Q3056948
@@ Property / cites work: Q3056948 / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed-cost transportation problems
@@ Property / cites work: Fixed-cost transportation problems / rank @@
+Normal rank
@@ Property / cites work @@
+Robust discrete optimization and network flows
@@ Property / cites work: Robust discrete optimization and network flows / rank @@
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Dual decomposition in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+Handling CVaR objectives and constraints in two-stage stochastic models
+Normal rank
@@ Property / cites work @@
+A two-stage stochastic transportation problem with fixed handling costs and a priori selection of the distribution channels
+Normal rank
@@ Property / cites work @@
+Computational aspects of minimizing conditional value-at-risk
+Normal rank
@@ Property / cites work @@
+A two-stage stochastic programming model for transportation network protection
+Normal rank
@@ Property / cites work @@
+Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
+Normal rank
@@ Property / cites work @@
+Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand
+Normal rank
@@ Property / cites work @@
+Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
+Normal rank
@@ Property / cites work @@
+Risk-averse two-stage stochastic programming with an application to disaster management
+Normal rank
@@ Property / cites work @@
+Revisiting \(k\)-sum optimization
@@ Property / cites work: Revisiting \(k\)-sum optimization / rank @@
+Normal rank
@@ Property / cites work @@
+<i>K</i>-Sum Linear Programming
@@ Property / cites work: <i>K</i>-Sum Linear Programming / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic programming approach for supply chain network design under uncertainty
+Normal rank
@@ Property / cites work @@
+Conditional value-at-risk in stochastic programs with mixed-integer recourse
+Normal rank
@@ Property / cites work @@
+Q2752044
@@ Property / cites work: Q2752044 / rank @@
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Applications of Stochastic Programming
@@ Property / cites work: Applications of Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling supplier selection and the use of option contracts for global supply chain design
+Normal rank