On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
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Cites work
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Cited in
(14)- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
- ALM models based on second order stochastic dominance
- On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management
- Individual optimal pension allocation under stochastic dominance constraints
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
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