On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
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Cites work
- scientific article; zbMATH DE number 3508241 (Why is no real title available?)
- scientific article; zbMATH DE number 6296773 (Why is no real title available?)
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Cited in
(17)- ALM models based on second order stochastic dominance
- Individual optimal pension allocation under stochastic dominance constraints
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
- Relations between risk-averse models in extended two-stage stochastic optimization
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
- 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
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Hierarchical compromise optimization of ambulance locations under stochastic travel times
- Relaxation of stochastic dominance constraints via optimal mass transport
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