DDSIP
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(51)- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
- Graver basis and proximity techniques for block-structured separable convex integer minimization problems
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Two-stage optimization problems with multivariate stochastic order constraints
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- The design of robust value-creating supply chain networks
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- New Formulations for Optimization under Stochastic Dominance Constraints
- On relations between DEA-risk models and stochastic dominance efficiency tests
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation
- Sample average approximation of stochastic dominance constrained programs
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
- Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
- Medium range optimization of copper extraction planning under uncertainty in future copper prices
- A multistage formulation for generation companies in a multi-auction electricity market
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- An almost robust model for minimizing disruption exposures in supply systems
- Optimization with a class of multivariate integral stochastic order constraints
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints
- A framework for secure IT operations in an uncertain and changing environment
- EVPI
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
- Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty
- Cluster Lagrangean decomposition in multistage stochastic optimization
- On air traffic flow management with rerouting. II: Stochastic case
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- The design of robust value-creating supply chain networks: a critical review
- Robust stochastic dominance and its application to risk-averse optimization
- Risk-averse two-stage stochastic programs in furniture plants
- Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
- Stochastic dominance constraints in elastic shape optimization
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Two-stage stochastic programs: integer variables, dominance relations and PDE constraints
- Risk management with stochastic dominance models in energy systems with dispersed generation
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
- General linear formulations of stochastic dominance criteria
- On risk-averse stochastic semidefinite programs with continuous recourse
- Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
- Decision making with dominance constraints in two-stage stochastic integer programming. With a foreword by Rüdiger Schultz
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
- Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
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