On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895): Difference between revisions
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Property / Mathematics Subject Classification ID: 90C11 / rank | |||
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Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / zbMATH DE Number: 6635761 / rank | |||
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multistage stochastic mixed 0-1 optimization | |||
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scenario clustering | |||
Property / zbMATH Keywords: scenario clustering / rank | |||
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mixed 0-1 deterministic equivalent model | |||
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risk averse measures | |||
Property / zbMATH Keywords: risk averse measures / rank | |||
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stochastic dominance constraints | |||
Property / zbMATH Keywords: stochastic dominance constraints / rank | |||
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Revision as of 02:56, 28 June 2023
scientific article
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English | On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs |
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On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (English)
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7 October 2016
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multistage stochastic mixed 0-1 optimization
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scenario clustering
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mixed 0-1 deterministic equivalent model
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risk averse measures
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stochastic dominance constraints
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