On deviation measures in stochastic integer programming
From MaRDI portal
Publication:2488193
DOI10.1016/j.orl.2004.09.003zbMath1099.90037MaRDI QIDQ2488193
Rüdiger Schultz, Andreas Märkert
Publication date: 25 August 2005
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/8977
90C06: Large-scale problems in mathematical programming
90C11: Mixed integer programming
90C15: Stochastic programming
Related Items
Stochastic network models for logistics planning in disaster relief, A polynomial oracle-time algorithm for convex integer minimization, Computational study of decomposition algorithms for mean-risk stochastic linear programs, A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem, Postoptimality for mean-risk stochastic mixed-integer programs and its application, Risk aversion for an electricity retailer with second-order stochastic dominance constraints, Risk Aversion in Two-Stage Stochastic Integer Programming, Optimization of Dispersed Generation Systems including Risk Aversion, A branch-and-bound method for multistage stochastic integer programs with risk objectives
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Proximity control in bundle methods for convex nondifferentiable minimization
- The value function of a mixed integer program: I
- Dual decomposition in stochastic integer programming
- A spectral bundle method with bounds
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- Local epi-continuity and local optimization
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Introduction to Stochastic Programming
- Dual Stochastic Dominance and Related Mean-Risk Models
- Some aspects of stability in stochastic programming