On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming (Q839882)

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On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
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    On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming (English)
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    3 September 2009
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    multistage stochastic integer programming
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    mean-risk measures
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    branch-and-fix coordination
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    Lagrangian substitution and decomposition
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