Deviation measures in stochastic programming with mixed-integer recourse.

MaRDI QIDQ3584097zbMATH OpenFDO

Authors Hans-Jürgen Andreas Märkert

Publication date 18 August 2010

Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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Cited in

(9)

• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• On deviation measures in stochastic integer programming
• Deviation measures in linear two-stage stochastic programming
• scientific article; zbMATH DE number 3954655 (Why is no real title available?)
• Postoptimality for mean-risk stochastic mixed-integer programs and its application
• On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.
• Computational study of decomposition algorithms for mean-risk stochastic linear programs
• On Deviation Measures in Stochastic Integer Programming
• Convexity and decomposition of mean-risk stochastic programs

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