Deviation measures in linear two-stage stochastic programming

DOI10.1007/S00186-005-0006-8MaRDI QIDQ2433239zbMATH OpenOpenAlexFDO

Authors Trine Krogh Kristoffersen

Publication date 27 October 2006

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-005-0006-8

zbMATH Keywords

mean-risk modelslinear two-stage stochastic programmming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• On deviation measures in stochastic integer programming
• Deviation measures in stochastic programming with mixed-integer recourse.
• Two-stage stochastic variational inequality arising from stochastic programming
• scientific article; zbMATH DE number 1189479
• Two-stage linear decision rules for multi-stage stochastic programming
• Convergence properties of two-stage stochastic programming
• Stochastic two-stage programming
• Discrete approximation of linear two–stage stochastic programming problem
• Stability in Two-Stage Stochastic Programming

Cites work

• scientific article; zbMATH DE number 3700586 (Why is no real title available?)
• scientific article; zbMATH DE number 3497598 (Why is no real title available?)
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• scientific article; zbMATH DE number 724261 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3186512 (Why is no real title available?)
• A regularized decomposition method for minimizing a sum of polyhedral functions
• From stochastic dominance to mean-risk models: Semideviations as risk measures
• Introduction to Stochastic Programming
• Lifting projections of convex polyhedra
• On Deviation Measures in Stochastic Integer Programming
• On consistency of stochastic dominance and mean-semideviation models
• On the Regularity of the Kuhn–Tucker Curve
• Some aspects of stability in stochastic programming
• Stability in Two-Stage Stochastic Programming
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Stochastic programming with integer variables
• Strong convexity in stochastic programs with complete recourse

Cited in

(10)

• On deviation measures in stochastic integer programming
• Risk aversion in two-stage stochastic integer programming
• A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
• Deviation measures in stochastic programming with mixed-integer recourse.
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
• Postoptimality for mean-risk stochastic mixed-integer programs and its application
• Stochastic dominance constraints in elastic shape optimization
• Computational study of decomposition algorithms for mean-risk stochastic linear programs
• Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem
• Stochastic decomposition for risk-averse two-stage stochastic linear programs

This page was built for publication: Deviation measures in linear two-stage stochastic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2433239)