Convexity and decomposition of mean-risk stochastic programs

DOI10.1007/s10107-005-0638-8zbMath1134.90025MaRDI QIDQ2492670

Shabbir Ahmed

Publication date: 14 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0638-8

zbMATH Keywords

computational complexity; stochastic programming; decomposition; cutting plane algorithms; mean-risk objectives

Mathematics Subject Classification ID

90C15: Stochastic programming

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Uses Software

• SUTIL

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