On deviation measures in stochastic integer programming

DOI10.1016/j.orl.2004.09.003zbMath1099.90037MaRDI QIDQ2488193

Andreas Märkert, Rüdiger Schultz

Publication date: 25 August 2005

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/8977

zbMATH Keywords

Stochastic programming; Mixed-integer optimization; Mean-risk models

Mathematics Subject Classification ID

90C06: Large-scale problems in mathematical programming

90C11: Mixed integer programming

90C15: Stochastic programming

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