Two-stage stochastic hierarchical multiple risk problems: Models and algorithms

DOI10.1007/s10107-008-0220-2zbMath1180.90204OpenAlexW2052159551MaRDI QIDQ2390998

J. Cole Smith, Hanif D. Sherali

Publication date: 24 July 2009

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

Full work available at URL: https://doi.org/10.1007/s10107-008-0220-2

zbMATH Keywords

risk managementreformulation-linearization techniqueBenders' partitioningrisk threshold

Mathematics Subject Classification ID

Integer programming (90C10) Mixed integer programming (90C11) Stochastic programming (90C15)

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