On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895)

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On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
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    On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (English)
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    7 October 2016
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    multistage stochastic mixed 0-1 optimization
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    scenario clustering
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    mixed 0-1 deterministic equivalent model
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    risk averse measures
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    stochastic dominance constraints
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