On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty (Q1026569)

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On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty
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    On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty (English)
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    25 June 2009
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    multi-period single-source problem
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    two-stage stochastic mixed 0-1 programs
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    non-anticipativity constraints
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    splitting variables
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    fix-and-relax coordination
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