An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143)
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scientific article; zbMATH DE number 5703731
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| English | An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse |
scientific article; zbMATH DE number 5703731 |
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An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (English)
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5 May 2010
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stochastic integer programming
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stochastic dominance
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mixed-integer optimization
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