On Deviation Measures in Stochastic Integer Programming

DOI10.1016/J.ENDM.2004.03.055MaRDI QIDQ3439156zbMATH OpenOpenAlexFDO

Authors Andreas Märkert, Rüdiger Schultz

Publication date 29 May 2007

Published in Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL http://edoc.hu-berlin.de/18452/8977

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

Cites work

• Comparison methods for stochastic models and risks
• Deviation measures in stochastic programming with mixed-integer recourse.
• Dual Stochastic Dominance and Related Mean-Risk Models
• From stochastic dominance to mean-risk models: Semideviations as risk measures
• scientific article; zbMATH DE number 995813 (Why is no real title available?)
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• Introduction to Stochastic Programming
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Stochastic Dominance and Expected Utility: Survey and Analysis

Cited in

(1)

• Deviation measures in linear two-stage stochastic programming

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