On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs |
scientific article; zbMATH DE number 6635761
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs |
scientific article; zbMATH DE number 6635761 |
Statements
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (English)
0 references
7 October 2016
0 references
multistage stochastic mixed 0-1 optimization
0 references
scenario clustering
0 references
mixed 0-1 deterministic equivalent model
0 references
risk averse measures
0 references
stochastic dominance constraints
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8292191028594971
0 references
0.7812801003456116
0 references
0.7787377238273621
0 references
0.7753072381019592
0 references
