On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty
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Publication:1026569
DOI10.1007/s10479-008-0411-5zbMath1163.90584MaRDI QIDQ1026569
Laureano Fernando Escudero Bueno, Celeste Pizarro, Antonio Alonso-Ayuso
Publication date: 25 June 2009
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0411-5
fix-and-relax coordination; splitting variables; non-anticipativity constraints; multi-period single-source problem; two-stage stochastic mixed 0-1 programs
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