Special issue: topics in stochastic programming

DOI10.1007/S10107-021-01747-7OpenAlexW4206303307MaRDI QIDQ2118069FDOQ2118069

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Publication date: 22 March 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-021-01747-7

Mathematics Subject Classification ID

Conference proceedings and collections of articles (00Bxx)

Cites Work

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• Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables
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• On rates of convergence for sample average approximations in the almost sure sense and in mean
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• Integer programming formulations for minimum deficiency interval coloring
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