Deviation measures in linear two-stage stochastic programming
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Publication:2433239
DOI10.1007/S00186-005-0006-8zbMATH Open1109.90065OpenAlexW2037877515MaRDI QIDQ2433239FDOQ2433239
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
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Cited In (10)
- On deviation measures in stochastic integer programming
- 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
- A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
- Deviation measures in stochastic programming with mixed-integer recourse.
- Stochastic dominance constraints in elastic shape optimization
- Risk aversion in two-stage stochastic integer programming
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
- Stochastic decomposition for risk-averse two-stage stochastic linear programs
- Postoptimality for mean-risk stochastic mixed-integer programs and its application
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